Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182835.365 | 106916.7341 | 75918.631 | 298812.6105 | 211214.9004 | 87597.7101 |
Total P&L (%) | 182.8354 | 106.9167 | 75.9186 | 298.8126 | 211.2149 | 87.5977 |
Avg Daily Profit (%) | 0.351 | 0.2053 | 0.1458 | 0.266 | 0.2182 | 0.1209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36706 | -47041 | -28446 | -153893 | -134538 | -121592 |
Profit Factor | 1.438 | 1.5124 | 1.3636 | 1.2639 | 1.3814 | 1.1514 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 126 | 68 | 58 | 126 | 68 | 58 |
Profitability (%) | 46.383 | 42.3729 | 50.4274 | 46.383 | 42.3729 | 50.4274 |
Ratio Avg Win / Avg Loss | 1.6623 | 2.0569 | 1.3405 | 1.461 | 1.8787 | 1.1319 |
Largest Winning Trade | 29939 | 29939 | 24865 | 64189 | 62837 | 64189 |
Largest Losing Trade | -15097 | -10327 | -15097 | -32051 | -28726 | -32051 |
Avg Bars in Trades | 104 | 101 | 108 | 104 | 101 | 108 |
Avg Bars in Winners | 141 | 142 | 140 | 141 | 142 | 140 |
Avg Bars in Losers | 73 | 71 | 75 | 73 | 71 | 75 |
Bars Traded | 24658 | 11995 | 12663 | 24658 | 11995 | 12663 |
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 | 367370 | 229819 | 45472 | 262886 | 204963 | -86344 |
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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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