Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157091.2155 | 90037.4896 | 67053.7259 | 205738.8078 | 139230.27 | 66508.5378 |
Total P&L (%) | 157.0912 | 90.0375 | 67.0537 | 205.7388 | 139.2303 | 66.5085 |
Avg Daily Profit (%) | 0.3016 | 0.1729 | 0.1287 | 0.2148 | 0.1676 | 0.0979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46613 | -54173 | -36676 | -156613 | -132132 | -129848 |
Profit Factor | 1.3561 | 1.3941 | 1.3154 | 1.2017 | 1.2665 | 1.1337 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 45.679 | 44.6281 | 46.7213 | 45.679 | 44.6281 | 46.7213 |
Ratio Avg Win / Avg Loss | 1.6127 | 1.7297 | 1.5 | 1.4291 | 1.5714 | 1.2928 |
Largest Winning Trade | 29153 | 29153 | 24503 | 59824 | 49648 | 59824 |
Largest Losing Trade | -14094 | -10831 | -14094 | -37721 | -32608 | -37721 |
Avg Bars in Trades | 100 | 97 | 104 | 100 | 97 | 104 |
Avg Bars in Winners | 137 | 127 | 146 | 137 | 127 | 146 |
Avg Bars in Losers | 70 | 73 | 67 | 70 | 73 | 67 |
Bars Traded | 24494 | 11780 | 12714 | 24494 | 11780 | 12714 |
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 | 325797 | 225667 | -23240 | 225109 | 195980 | -138015 |
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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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