Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187890.8296 | 94325.3372 | 93565.4924 | 301891.4841 | 102283.63 | 199607.8541 |
Total P&L (%) | 187.8908 | 94.3253 | 93.5655 | 301.8915 | 102.2836 | 199.6079 |
Avg Daily Profit (%) | 0.3608 | 0.1811 | 0.1796 | 0.2674 | 0.1354 | 0.2109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46725 | -37548 | -32001 | -166776 | -108371 | -98004 |
Profit Factor | 1.3675 | 1.3843 | 1.352 | 1.25 | 1.1746 | 1.3211 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 176 | 90 | 86 | 176 | 90 | 86 |
Profitability (%) | 43.2258 | 41.9355 | 44.5161 | 43.2258 | 41.9355 | 44.5161 |
Ratio Avg Win / Avg Loss | 1.7962 | 1.9168 | 1.6851 | 1.6418 | 1.6264 | 1.6466 |
Largest Winning Trade | 45198 | 45198 | 18583 | 77226 | 77226 | 58219 |
Largest Losing Trade | -12442 | -10182 | -12442 | -32977 | -31724 | -32977 |
Avg Bars in Trades | 79 | 81 | 78 | 79 | 81 | 78 |
Avg Bars in Winners | 117 | 119 | 116 | 117 | 119 | 116 |
Avg Bars in Losers | 50 | 53 | 48 | 50 | 53 | 48 |
Bars Traded | 24741 | 12579 | 12162 | 24741 | 12579 | 12162 |
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 | 324742 | 205979 | 234543 | 270176 | -43145 | 237364 |
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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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