Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200045.3253 | 115427.8119 | 84617.5134 | 319222.8589 | 232738.3917 | 86484.4672 |
Total P&L (%) | 200.0453 | 115.4278 | 84.6175 | 319.2229 | 232.7384 | 86.4845 |
Avg Daily Profit (%) | 0.3841 | 0.2216 | 0.1625 | 0.2756 | 0.2311 | 0.1197 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35601 | -41994 | -36876 | -152394 | -105812 | -180488 |
Profit Factor | 1.4114 | 1.4467 | 1.3714 | 1.2542 | 1.3615 | 1.1414 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 103 | 47 | 56 | 103 | 47 | 56 |
Losing Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Profitability (%) | 45.1754 | 41.2281 | 49.1228 | 45.1754 | 41.2281 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.7129 | 2.0623 | 1.4204 | 1.5221 | 1.9408 | 1.1821 |
Largest Winning Trade | 39503 | 39503 | 25507 | 118047 | 118047 | 62225 |
Largest Losing Trade | -12795 | -9726 | -12795 | -43934 | -43303 | -43934 |
Avg Bars in Trades | 107 | 109 | 104 | 107 | 109 | 104 |
Avg Bars in Winners | 153 | 168 | 140 | 153 | 168 | 140 |
Avg Bars in Losers | 69 | 68 | 69 | 69 | 68 | 69 |
Bars Traded | 24414 | 12501 | 11913 | 24414 | 12501 | 11913 |
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 | 353465 | 203983 | 239740 | 285489 | 188141 | -99367 |
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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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