Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117275.0752 | 62505.6664 | 54769.4088 | 150802.7624 | 100181.491 | 50621.2715 |
Total P&L (%) | 117.2751 | 62.5057 | 54.7694 | 150.8028 | 100.1815 | 50.6213 |
Avg Daily Profit (%) | 0.4503 | 0.24 | 0.2103 | 0.3537 | 0.2669 | 0.1574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49176 | -21316 | -43408 | -95940 | -30009 | -88066 |
Profit Factor | 1.3977 | 1.5751 | 1.2941 | 1.2718 | 1.5011 | 1.1427 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 53.9683 | 55.7895 | 52.1277 | 53.9683 | 55.7895 | 52.1277 |
Ratio Avg Win / Avg Loss | 1.1921 | 1.2482 | 1.1885 | 1.0848 | 1.1896 | 1.0494 |
Largest Winning Trade | 20225 | 12441 | 20225 | 31456 | 16400 | 31456 |
Largest Losing Trade | -16585 | -7088 | -16585 | -32081 | -10990 | -32081 |
Avg Bars in Trades | 127 | 50 | 204 | 127 | 50 | 204 |
Avg Bars in Winners | 147 | 53 | 248 | 147 | 53 | 248 |
Avg Bars in Losers | 104 | 47 | 157 | 104 | 47 | 157 |
Bars Traded | 24083 | 4821 | 19262 | 24083 | 4821 | 19262 |
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 | 379797 | 298191 | 191473 | 322386 | 308162 | -59055 |
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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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