Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188537.2141 | 94138.014 | 94399.2001 | 334541.0789 | 180650.1833 | 153890.8956 |
Total P&L (%) | 188.5372 | 94.138 | 94.3992 | 334.5411 | 180.6502 | 153.8909 |
Avg Daily Profit (%) | 0.362 | 0.1807 | 0.1812 | 0.2825 | 0.1983 | 0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41509 | -42162 | -42601 | -84570 | -84007 | -97021 |
Profit Factor | 1.5294 | 1.5445 | 1.5151 | 1.45 | 1.5277 | 1.3837 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Profitability (%) | 55.8824 | 51.9608 | 59.8039 | 55.8824 | 51.9608 | 59.8039 |
Ratio Avg Win / Avg Loss | 1.2074 | 1.428 | 1.0183 | 1.1447 | 1.4124 | 0.93 |
Largest Winning Trade | 25053 | 25053 | 22271 | 38130 | 38130 | 36076 |
Largest Losing Trade | -27533 | -18531 | -27533 | -77828 | -32532 | -77828 |
Avg Bars in Trades | 120 | 136 | 105 | 120 | 136 | 105 |
Avg Bars in Winners | 112 | 123 | 102 | 112 | 123 | 102 |
Avg Bars in Losers | 131 | 150 | 109 | 131 | 150 | 109 |
Bars Traded | 24677 | 13907 | 10770 | 24677 | 13907 | 10770 |
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 | 423105 | 303756 | 334039 | 381165 | 305456 | 244446 |
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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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