Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191341.8243 | 115169.2986 | 76172.5257 | 299739.768 | 203068.0949 | 96671.6732 |
Total P&L (%) | 191.3418 | 115.1693 | 76.1725 | 299.7398 | 203.0681 | 96.6717 |
Avg Daily Profit (%) | 0.3674 | 0.2211 | 0.1463 | 0.2664 | 0.2131 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53726 | -44105 | -46147 | -319320 | -229277 | -244890 |
Profit Factor | 1.4371 | 1.5195 | 1.3525 | 1.1607 | 1.2108 | 1.1072 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Profitability (%) | 41.6309 | 41.8803 | 41.3793 | 41.6309 | 41.8803 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.0149 | 2.1087 | 1.9161 | 1.6274 | 1.6803 | 1.5685 |
Largest Winning Trade | 42819 | 42819 | 25799 | 124826 | 124826 | 105758 |
Largest Losing Trade | -11840 | -9193 | -11840 | -54614 | -51213 | -54614 |
Avg Bars in Trades | 105 | 102 | 109 | 105 | 102 | 109 |
Avg Bars in Winners | 168 | 163 | 174 | 168 | 163 | 174 |
Avg Bars in Losers | 61 | 58 | 63 | 61 | 58 | 63 |
Bars Traded | 24693 | 12002 | 12691 | 24693 | 12002 | 12691 |
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 | 305290 | 229259 | -454 | -37026 | 158888 | -125194 |
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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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