Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155079.8649 | 84078.6872 | 71001.1777 | 173618.6132 | 75320.0042 | 98298.609 |
Total P&L (%) | 155.0799 | 84.0787 | 71.0012 | 173.6186 | 75.32 | 98.2986 |
Avg Daily Profit (%) | 0.2978 | 0.1614 | 0.1363 | 0.1934 | 0.1079 | 0.1315 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55290 | -56839 | -52850 | -143700 | -159320 | -109282 |
Profit Factor | 1.3085 | 1.3061 | 1.3114 | 1.168 | 1.1336 | 1.2094 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 49.3776 | 49.1667 | 49.5868 | 49.3776 | 49.1667 | 49.5868 |
Ratio Avg Win / Avg Loss | 1.3415 | 1.3503 | 1.3333 | 1.1975 | 1.172 | 1.2296 |
Largest Winning Trade | 24080 | 24080 | 16234 | 49866 | 49866 | 34540 |
Largest Losing Trade | -23954 | -23954 | -21861 | -49545 | -37918 | -49545 |
Avg Bars in Trades | 102 | 112 | 91 | 102 | 112 | 91 |
Avg Bars in Winners | 119 | 129 | 109 | 119 | 129 | 109 |
Avg Bars in Losers | 85 | 97 | 74 | 85 | 97 | 74 |
Bars Traded | 24641 | 13529 | 11112 | 24641 | 13529 | 11112 |
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 | 325530 | 226224 | -11850 | -27676 | -123726 | -18863 |
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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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