Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109388.7666 | 57402.3279 | 51986.4387 | 125283.6975 | 88686.7045 | 36596.993 |
Total P&L (%) | 109.3888 | 57.4023 | 51.9864 | 125.2837 | 88.6867 | 36.597 |
Avg Daily Profit (%) | 0.42 | 0.2204 | 0.1996 | 0.3124 | 0.2441 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55535 | -42059 | -21991 | -49510 | -36266 | -37362 |
Profit Factor | 1.3466 | 1.3644 | 1.3287 | 1.2862 | 1.4077 | 1.1662 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Profitability (%) | 47.2081 | 47.9592 | 46.4646 | 47.2081 | 47.9592 | 46.4646 |
Ratio Avg Win / Avg Loss | 1.5058 | 1.4806 | 1.5309 | 1.4383 | 1.5275 | 1.3436 |
Largest Winning Trade | 27181 | 27181 | 17694 | 36362 | 36362 | 23708 |
Largest Losing Trade | -11927 | -11927 | -10056 | -18966 | -17641 | -18966 |
Avg Bars in Trades | 124 | 132 | 115 | 124 | 132 | 115 |
Avg Bars in Winners | 173 | 176 | 171 | 173 | 176 | 171 |
Avg Bars in Losers | 79 | 92 | 68 | 79 | 92 | 68 |
Bars Traded | 24466 | 12984 | 11482 | 24466 | 12984 | 11482 |
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 | 343134 | 178255 | 170173 | 256714 | 265284 | -76372 |
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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) |
---|