Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163519.7389 | 95059.1433 | 68460.5956 | 210656.1465 | 109760.7042 | 100895.4423 |
Total P&L (%) | 163.5197 | 95.0591 | 68.4606 | 210.6561 | 109.7607 | 100.8954 |
Avg Daily Profit (%) | 0.314 | 0.1825 | 0.1314 | 0.2179 | 0.1423 | 0.134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72509 | -42320 | -38932 | -164834 | -117960 | -141741 |
Profit Factor | 1.3166 | 1.3471 | 1.2821 | 1.1724 | 1.1686 | 1.1768 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 138 | 67 | 71 | 138 | 67 | 71 |
Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Profitability (%) | 50.9225 | 49.6296 | 52.2059 | 50.9225 | 49.6296 | 52.2059 |
Ratio Avg Win / Avg Loss | 1.2689 | 1.3672 | 1.1738 | 1.1299 | 1.186 | 1.0773 |
Largest Winning Trade | 19725 | 19725 | 17708 | 50241 | 50241 | 47629 |
Largest Losing Trade | -19816 | -19816 | -17117 | -55642 | -44486 | -55642 |
Avg Bars in Trades | 91 | 94 | 87 | 91 | 94 | 87 |
Avg Bars in Winners | 88 | 87 | 89 | 88 | 87 | 89 |
Avg Bars in Losers | 93 | 102 | 84 | 93 | 102 | 84 |
Bars Traded | 24676 | 12805 | 11871 | 24676 | 12805 | 11871 |
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 | 350946 | 249621 | -18150 | -22118 | -39008 | -40628 |
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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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