Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195208.3065 | 94225.4473 | 100982.8592 | 310869.7086 | 160908.0954 | 149961.6132 |
Total P&L (%) | 195.2083 | 94.2254 | 100.9829 | 310.8697 | 160.9081 | 149.9616 |
Avg Daily Profit (%) | 0.3748 | 0.1809 | 0.1939 | 0.2717 | 0.1843 | 0.1761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42172 | -43333 | -41319 | -138006 | -143988 | -106381 |
Profit Factor | 1.3631 | 1.3364 | 1.3922 | 1.2281 | 1.2354 | 1.2208 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Profitability (%) | 42.562 | 39.6694 | 45.4545 | 42.562 | 39.6694 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.8396 | 2.0325 | 1.6706 | 1.6574 | 1.8788 | 1.465 |
Largest Winning Trade | 24876 | 24876 | 17711 | 66055 | 66055 | 57334 |
Largest Losing Trade | -15036 | -9938 | -15036 | -40711 | -34795 | -40711 |
Avg Bars in Trades | 101 | 102 | 100 | 101 | 102 | 100 |
Avg Bars in Winners | 147 | 153 | 143 | 147 | 153 | 143 |
Avg Bars in Losers | 67 | 69 | 65 | 67 | 69 | 65 |
Bars Traded | 24627 | 12444 | 12183 | 24627 | 12444 | 12183 |
Profit Streak | 0 | 6.5188 | 0 | 0 | 6.5188 | 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 | 306027 | 170866 | 243285 | 244595 | 149676 | 160094 |
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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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