Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118256.7736 | 82715.7021 | 35541.0715 | 107200.8317 | 100577.1245 | 6623.7072 |
Total P&L (%) | 118.2568 | 82.7157 | 35.5411 | 107.2008 | 100.5771 | 6.6237 |
Avg Daily Profit (%) | 1.3622 | 0.9528 | 0.4094 | 0.8427 | 0.805 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37574 | -19865 | -33734 | -60820 | -25099 | -36195 |
Profit Factor | 1.5011 | 1.7335 | 1.2884 | 1.3851 | 1.7781 | 1.0444 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 38.0952 | 37.1429 | 39.0476 | 38.0952 | 37.1429 | 39.0476 |
Ratio Avg Win / Avg Loss | 2.4393 | 2.9337 | 2.0112 | 2.2508 | 3.009 | 1.6303 |
Largest Winning Trade | 86003 | 86003 | 57591 | 121778 | 121778 | 51746 |
Largest Losing Trade | -10257 | -7454 | -10257 | -27492 | -17931 | -27492 |
Avg Bars in Trades | 118 | 117 | 118 | 118 | 117 | 118 |
Avg Bars in Winners | 153 | 168 | 139 | 153 | 168 | 139 |
Avg Bars in Losers | 95 | 87 | 104 | 95 | 87 | 104 |
Bars Traded | 24782 | 12381 | 12401 | 24782 | 12381 | 12401 |
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 | 366637 | 322083 | 51703 | 324878 | 320556 | -437070 |
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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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