Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162278.3061 | 78022.8454 | 84255.4606 | 272725.276 | 144382.6744 | 128342.6016 |
Total P&L (%) | 162.2783 | 78.0228 | 84.2555 | 272.7253 | 144.3827 | 128.3426 |
Avg Daily Profit (%) | 0.6231 | 0.2996 | 0.3235 | 0.5065 | 0.3437 | 0.3176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51227 | -54556 | -19920 | -47831 | -49731 | -22048 |
Profit Factor | 1.5487 | 1.4919 | 1.6143 | 1.6966 | 1.6993 | 1.6936 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 36.5385 | 35.5769 | 37.5 | 36.5385 | 35.5769 | 37.5 |
Ratio Avg Win / Avg Loss | 2.6898 | 2.7016 | 2.6904 | 2.9467 | 3.0771 | 2.8226 |
Largest Winning Trade | 37213 | 37213 | 18773 | 51015 | 51015 | 27724 |
Largest Losing Trade | -7474 | -6595 | -7474 | -21482 | -11321 | -21482 |
Avg Bars in Trades | 119 | 122 | 116 | 119 | 122 | 116 |
Avg Bars in Winners | 214 | 211 | 217 | 214 | 211 | 217 |
Avg Bars in Losers | 64 | 73 | 55 | 64 | 73 | 55 |
Bars Traded | 24867 | 12785 | 12082 | 24867 | 12785 | 12082 |
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 | 302777 | 128108 | 187164 | 284890 | 172358 | 190835 |
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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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