Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182879.902 | 97304.7481 | 85575.154 | 342224.9473 | 216664.2391 | 125560.7082 |
Total P&L (%) | 182.8799 | 97.3047 | 85.5752 | 342.2249 | 216.6642 | 125.5607 |
Avg Daily Profit (%) | 0.7023 | 0.3736 | 0.3286 | 0.5725 | 0.4436 | 0.3128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51762 | -43407 | -30665 | -67776 | -45669 | -55095 |
Profit Factor | 1.5326 | 1.5722 | 1.4937 | 1.5349 | 1.7258 | 1.3679 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Profitability (%) | 45.339 | 45.7627 | 44.9153 | 45.339 | 45.7627 | 44.9153 |
Ratio Avg Win / Avg Loss | 1.8477 | 1.8633 | 1.832 | 1.8505 | 2.0454 | 1.6776 |
Largest Winning Trade | 29716 | 29716 | 23832 | 47291 | 47291 | 38143 |
Largest Losing Trade | -14428 | -11843 | -14428 | -24841 | -14109 | -24841 |
Avg Bars in Trades | 104 | 104 | 104 | 104 | 104 | 104 |
Avg Bars in Winners | 150 | 146 | 154 | 150 | 146 | 154 |
Avg Bars in Losers | 66 | 69 | 63 | 66 | 69 | 63 |
Bars Traded | 24694 | 12364 | 12330 | 24694 | 12364 | 12330 |
Profit Streak | 0 | 4.7157 | 0 | 0 | 4.7157 | 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 | 452050 | 328644 | 269485 | 412633 | 365034 | 236946 |
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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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