Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212810.0978 | 120521.5866 | 92288.5112 | 420510.1708 | 295453.299 | 125056.8718 |
Total P&L (%) | 212.8101 | 120.5216 | 92.2885 | 420.5102 | 295.4533 | 125.0569 |
Avg Daily Profit (%) | 0.4086 | 0.2314 | 0.1772 | 0.3172 | 0.2643 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47288 | -54541 | -28520 | -159501 | -190904 | -108796 |
Profit Factor | 1.5177 | 1.6022 | 1.4375 | 1.3392 | 1.4942 | 1.1948 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 43.8424 | 44.5545 | 43.1373 | 43.8424 | 44.5545 | 43.1373 |
Ratio Avg Win / Avg Loss | 1.944 | 1.9939 | 1.8949 | 1.7153 | 1.8594 | 1.575 |
Largest Winning Trade | 33913 | 33913 | 22894 | 88932 | 88932 | 66721 |
Largest Losing Trade | -12731 | -10496 | -12731 | -41325 | -40182 | -41325 |
Avg Bars in Trades | 121 | 119 | 124 | 121 | 119 | 124 |
Avg Bars in Winners | 181 | 180 | 183 | 181 | 180 | 183 |
Avg Bars in Losers | 75 | 70 | 79 | 75 | 70 | 79 |
Bars Traded | 24765 | 12104 | 12661 | 24765 | 12104 | 12661 |
Profit Streak | 0 | 13.3215 | 0 | 0 | 13.3215 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361032 | 325063 | 213899 | 293639 | 311761 | -1422 |
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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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