Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184185.1391 | 109638.2232 | 74546.9159 | 284191.3103 | 178394.7671 | 105796.5432 |
Total P&L (%) | 184.1851 | 109.6382 | 74.5469 | 284.1913 | 178.3948 | 105.7965 |
Avg Daily Profit (%) | 0.3536 | 0.2105 | 0.1431 | 0.2588 | 0.1968 | 0.1387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46411 | -39015 | -41492 | -254089 | -183592 | -214494 |
Profit Factor | 1.4327 | 1.5256 | 1.3434 | 1.178 | 1.2249 | 1.1317 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Losing Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Profitability (%) | 43.3476 | 45.2991 | 41.3793 | 43.3476 | 45.2991 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.8725 | 1.8423 | 1.9032 | 1.5396 | 1.4791 | 1.6033 |
Largest Winning Trade | 42760 | 42760 | 25176 | 96655 | 94601 | 96655 |
Largest Losing Trade | -12339 | -8470 | -12339 | -55119 | -47783 | -55119 |
Avg Bars in Trades | 105 | 102 | 109 | 105 | 102 | 109 |
Avg Bars in Winners | 159 | 151 | 168 | 159 | 151 | 168 |
Avg Bars in Losers | 64 | 62 | 67 | 64 | 62 | 67 |
Bars Traded | 24656 | 11995 | 12661 | 24656 | 11995 | 12661 |
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 | 324135 | 275205 | -4671 | -17395 | 164816 | -86580 |
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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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