Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232592.6449 | 120321.6434 | 112271.0015 | 503021.9877 | 306661.9937 | 196359.994 |
Total P&L (%) | 232.5926 | 120.3216 | 112.271 | 503.022 | 306.662 | 196.36 |
Avg Daily Profit (%) | 0.4466 | 0.231 | 0.2156 | 0.3456 | 0.2697 | 0.2088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47066 | -54768 | -41146 | -172568 | -196034 | -157658 |
Profit Factor | 1.4752 | 1.4466 | 1.5102 | 1.3158 | 1.3641 | 1.2617 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Profitability (%) | 44.664 | 43.6508 | 45.6693 | 44.664 | 43.6508 | 45.6693 |
Ratio Avg Win / Avg Loss | 1.8276 | 1.8674 | 1.7966 | 1.6303 | 1.7609 | 1.501 |
Largest Winning Trade | 30646 | 30646 | 20489 | 124185 | 124185 | 79008 |
Largest Losing Trade | -12786 | -12135 | -12786 | -51278 | -51278 | -40285 |
Avg Bars in Trades | 97 | 100 | 93 | 97 | 100 | 93 |
Avg Bars in Winners | 139 | 147 | 132 | 139 | 147 | 132 |
Avg Bars in Losers | 62 | 64 | 61 | 62 | 64 | 61 |
Bars Traded | 24619 | 12691 | 11928 | 24619 | 12691 | 11928 |
Profit Streak | 0 | 8.9523 | 0 | 0 | 8.9523 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384256 | 265956 | 279480 | 333128 | 259713 | 222737 |
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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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