Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381128.4697 | 307240.8535 | 73887.6162 | 342511.9629 | 69897.6284 | 272614.3346 |
Total P&L (%) | 381.1285 | 307.2409 | 73.8876 | 342.512 | 69.8976 | 272.6143 |
Avg Daily Profit (%) | 0.2041 | 0.1645 | 0.0396 | 0.0797 | 0.0284 | 0.0705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64810 | -94347 | -124539 | -351242 | -318624 | -220591 |
Profit Factor | 1.485 | 1.8668 | 1.1712 | 1.1447 | 1.0595 | 1.2288 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 51.0989 | 51.6484 | 50.5495 | 51.0989 | 51.6484 | 50.5495 |
Ratio Avg Win / Avg Loss | 1.4211 | 1.7477 | 1.1458 | 1.0955 | 0.9918 | 1.2021 |
Largest Winning Trade | 107388 | 107388 | 40752 | 270330 | 270330 | 166325 |
Largest Losing Trade | -42204 | -23353 | -42204 | -217989 | -81594 | -217989 |
Avg Bars in Trades | 121 | 108 | 134 | 121 | 108 | 134 |
Avg Bars in Winners | 137 | 108 | 167 | 137 | 108 | 167 |
Avg Bars in Losers | 104 | 109 | 99 | 104 | 109 | 99 |
Bars Traded | 22090 | 9882 | 12208 | 22090 | 9882 | 12208 |
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 | 358770 | 387497 | -172443 | -146833 | -311855 | -99442 |
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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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