Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131242.6811 | 88150.0567 | 43092.6244 | 159770.8442 | 133923.8201 | 25847.0241 |
Total P&L (%) | 131.2427 | 88.1501 | 43.0926 | 159.7708 | 133.9238 | 25.847 |
Avg Daily Profit (%) | 0.504 | 0.3385 | 0.1655 | 0.3672 | 0.3269 | 0.0883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41173 | -26726 | -35199 | -133915 | -75591 | -87202 |
Profit Factor | 1.3783 | 1.4975 | 1.2539 | 1.214 | 1.3569 | 1.0696 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 98 | 46 | 52 | 98 | 46 | 52 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 43.1718 | 40.708 | 45.614 | 43.1718 | 40.708 | 45.614 |
Ratio Avg Win / Avg Loss | 1.8143 | 2.1811 | 1.495 | 1.5981 | 1.9764 | 1.2753 |
Largest Winning Trade | 37568 | 37568 | 22888 | 43629 | 43629 | 43329 |
Largest Losing Trade | -10519 | -9576 | -10519 | -34965 | -34965 | -20825 |
Avg Bars in Trades | 108 | 102 | 113 | 108 | 102 | 113 |
Avg Bars in Winners | 165 | 161 | 168 | 165 | 161 | 168 |
Avg Bars in Losers | 64 | 62 | 68 | 64 | 62 | 68 |
Bars Traded | 24592 | 11598 | 12994 | 24592 | 11598 | 12994 |
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 | 325067 | 213975 | 65829 | 246859 | 179480 | -225831 |
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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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