Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151210.5855 | 101537.0632 | 49673.5223 | 160394.5916 | 150539.5347 | 9855.0569 |
Total P&L (%) | 151.2106 | 101.5371 | 49.6735 | 160.3946 | 150.5395 | 9.8551 |
Avg Daily Profit (%) | 0.2903 | 0.195 | 0.0954 | 0.1839 | 0.1765 | 0.018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51693 | -30899 | -52382 | -209370 | -122003 | -185734 |
Profit Factor | 1.3269 | 1.4542 | 1.2078 | 1.1221 | 1.244 | 1.0142 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Losing Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Profitability (%) | 52.1739 | 54.8077 | 49.5146 | 52.1739 | 54.8077 | 49.5146 |
Ratio Avg Win / Avg Loss | 1.2163 | 1.199 | 1.2315 | 1.0286 | 1.0258 | 1.034 |
Largest Winning Trade | 29241 | 28178 | 29241 | 83198 | 66455 | 83198 |
Largest Losing Trade | -26934 | -22567 | -26934 | -80209 | -75525 | -80209 |
Avg Bars in Trades | 118 | 122 | 114 | 118 | 122 | 114 |
Avg Bars in Winners | 103 | 106 | 99 | 103 | 106 | 99 |
Avg Bars in Losers | 135 | 141 | 129 | 135 | 141 | 129 |
Bars Traded | 24534 | 12709 | 11825 | 24534 | 12709 | 11825 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339758 | 301721 | -68520 | -77894 | 249807 | -540514 |
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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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