Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213710.6439 | 122785.0057 | 90925.6382 | 386360.8995 | 280381.6389 | 105979.2606 |
Total P&L (%) | 213.7106 | 122.785 | 90.9256 | 386.3609 | 280.3816 | 105.9793 |
Avg Daily Profit (%) | 0.4103 | 0.2357 | 0.1746 | 0.3042 | 0.2568 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38396 | -43215 | -33664 | -164268 | -162973 | -153321 |
Profit Factor | 1.4111 | 1.4525 | 1.3659 | 1.233 | 1.339 | 1.1276 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 40.2214 | 38.2353 | 42.2222 | 40.2214 | 38.2353 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.0973 | 2.3464 | 1.8692 | 1.8326 | 2.163 | 1.543 |
Largest Winning Trade | 46117 | 46117 | 23640 | 103923 | 103923 | 74635 |
Largest Losing Trade | -16620 | -10667 | -16620 | -65182 | -40571 | -65182 |
Avg Bars in Trades | 91 | 88 | 94 | 91 | 88 | 94 |
Avg Bars in Winners | 149 | 151 | 147 | 149 | 151 | 147 |
Avg Bars in Losers | 52 | 49 | 55 | 52 | 49 | 55 |
Bars Traded | 24829 | 12081 | 12748 | 24829 | 12081 | 12748 |
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 | 300200 | 169778 | 187627 | 228352 | 151292 | -90589 |
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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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