Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208807.4531 | 129444.8403 | 79362.6128 | 377087.2513 | 338987.6831 | 38099.5682 |
Total P&L (%) | 208.8075 | 129.4448 | 79.3626 | 377.0873 | 338.9877 | 38.0996 |
Avg Daily Profit (%) | 0.4009 | 0.2485 | 0.1524 | 0.3005 | 0.2844 | 0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42372 | -34240 | -38360 | -231947 | -110392 | -232618 |
Profit Factor | 1.4884 | 1.6216 | 1.3619 | 1.3121 | 1.658 | 1.055 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 56.7686 | 56.5217 | 57.0175 | 56.7686 | 56.5217 | 57.0175 |
Ratio Avg Win / Avg Loss | 1.1335 | 1.2474 | 1.0267 | 0.9992 | 1.2754 | 0.7953 |
Largest Winning Trade | 26546 | 18712 | 26546 | 57410 | 57410 | 52928 |
Largest Losing Trade | -29863 | -19632 | -29863 | -114134 | -68138 | -114134 |
Avg Bars in Trades | 107 | 113 | 100 | 107 | 113 | 100 |
Avg Bars in Winners | 95 | 102 | 89 | 95 | 102 | 89 |
Avg Bars in Losers | 121 | 128 | 114 | 121 | 128 | 114 |
Bars Traded | 24508 | 13071 | 11437 | 24508 | 13071 | 11437 |
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 | 434896 | 360829 | 279572 | 305197 | 374400 | -274177 |
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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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