Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220678.6391 | 106082.5817 | 114596.0575 | 432566.8182 | 247627.4969 | 184939.3213 |
Total P&L (%) | 220.6786 | 106.0826 | 114.5961 | 432.5668 | 247.6275 | 184.9393 |
Avg Daily Profit (%) | 0.4237 | 0.2037 | 0.22 | 0.3216 | 0.2395 | 0.2012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36809 | -33384 | -40775 | -138862 | -127143 | -141604 |
Profit Factor | 1.4448 | 1.405 | 1.4894 | 1.2704 | 1.317 | 1.226 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 43.6937 | 42.3423 | 45.045 | 43.6937 | 42.3423 | 45.045 |
Ratio Avg Win / Avg Loss | 1.8619 | 1.9131 | 1.8171 | 1.6371 | 1.7933 | 1.4957 |
Largest Winning Trade | 31249 | 31249 | 23201 | 94612 | 94612 | 73951 |
Largest Losing Trade | -14045 | -10185 | -14045 | -47965 | -47965 | -47841 |
Avg Bars in Trades | 110 | 113 | 108 | 110 | 113 | 108 |
Avg Bars in Winners | 156 | 163 | 150 | 156 | 163 | 150 |
Avg Bars in Losers | 75 | 77 | 73 | 75 | 77 | 73 |
Bars Traded | 24637 | 12629 | 12008 | 24637 | 12629 | 12008 |
Profit Streak | 0 | 9.1481 | 0 | 0 | 9.1481 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351136 | 228626 | 266051 | 281359 | 220287 | 162312 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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