Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171909.2533 | 81716.0753 | 90193.178 | 294469.5965 | 162221.3441 | 132248.2525 |
Total P&L (%) | 171.9093 | 81.7161 | 90.1932 | 294.4696 | 162.2213 | 132.2483 |
Avg Daily Profit (%) | 0.6601 | 0.3138 | 0.3463 | 0.5284 | 0.3709 | 0.3241 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51243 | -33927 | -34762 | -243729 | -177706 | -175620 |
Profit Factor | 1.5151 | 1.4057 | 1.6816 | 1.2208 | 1.2141 | 1.2298 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 63.4361 | 61.0619 | 65.7895 | 63.4361 | 61.0619 | 65.7895 |
Ratio Avg Win / Avg Loss | 0.8733 | 0.8964 | 0.8744 | 0.7037 | 0.7742 | 0.6395 |
Largest Winning Trade | 17035 | 16410 | 17035 | 58822 | 58822 | 46646 |
Largest Losing Trade | -30630 | -16077 | -30630 | -159359 | -51592 | -159359 |
Avg Bars in Trades | 108 | 108 | 108 | 108 | 108 | 108 |
Avg Bars in Winners | 86 | 78 | 94 | 86 | 78 | 94 |
Avg Bars in Losers | 146 | 156 | 135 | 146 | 156 | 135 |
Bars Traded | 24647 | 12292 | 12355 | 24647 | 12292 | 12355 |
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 | 461506 | 267895 | 348481 | 356234 | 243296 | 254522 |
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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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