Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219959.894 | 130656.6833 | 89303.2107 | 417115.5808 | 314915.4493 | 102200.1314 |
Total P&L (%) | 219.9599 | 130.6567 | 89.3032 | 417.1156 | 314.9154 | 102.2001 |
Avg Daily Profit (%) | 0.4223 | 0.2509 | 0.1715 | 0.316 | 0.2736 | 0.1353 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39741 | -46324 | -42755 | -197628 | -186853 | -208442 |
Profit Factor | 1.4011 | 1.4451 | 1.3505 | 1.2409 | 1.3649 | 1.1176 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 132 | 64 | 68 | 132 | 64 | 68 |
Losing Trades | 157 | 80 | 77 | 157 | 80 | 77 |
Profitability (%) | 45.6747 | 44.4444 | 46.8966 | 45.6747 | 44.4444 | 46.8966 |
Ratio Avg Win / Avg Loss | 1.6665 | 1.8063 | 1.5292 | 1.4759 | 1.7061 | 1.2656 |
Largest Winning Trade | 24585 | 24585 | 21523 | 93305 | 92970 | 93305 |
Largest Losing Trade | -15129 | -15129 | -11870 | -64549 | -62454 | -64549 |
Avg Bars in Trades | 85 | 87 | 83 | 85 | 87 | 83 |
Avg Bars in Winners | 118 | 125 | 112 | 118 | 125 | 112 |
Avg Bars in Losers | 57 | 57 | 57 | 57 | 57 | 57 |
Bars Traded | 24656 | 12588 | 12068 | 24656 | 12588 | 12068 |
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 | 381416 | 260465 | 249653 | 273434 | 249819 | -105519 |
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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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