Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114796.9097 | 47614.8448 | 67182.0649 | 144631.1435 | 61944.478 | 82686.6655 |
Total P&L (%) | 114.7969 | 47.6148 | 67.1821 | 144.6311 | 61.9445 | 82.6867 |
Avg Daily Profit (%) | 0.4408 | 0.1828 | 0.258 | 0.3441 | 0.1853 | 0.2317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41812 | -29016 | -55789 | -57374 | -39748 | -71988 |
Profit Factor | 1.3539 | 1.3078 | 1.3959 | 1.2969 | 1.2631 | 1.3286 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 47.449 | 47.9592 | 46.9388 | 47.449 | 47.9592 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.4995 | 1.4191 | 1.5779 | 1.4364 | 1.3706 | 1.5019 |
Largest Winning Trade | 18471 | 18328 | 18471 | 28635 | 28635 | 26174 |
Largest Losing Trade | -11378 | -11378 | -11007 | -21109 | -13819 | -21109 |
Avg Bars in Trades | 126 | 132 | 120 | 126 | 132 | 120 |
Avg Bars in Winners | 145 | 144 | 145 | 145 | 144 | 145 |
Avg Bars in Losers | 109 | 120 | 98 | 109 | 120 | 98 |
Bars Traded | 24751 | 12955 | 11796 | 24751 | 12955 | 11796 |
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 | 314318 | 128834 | 245907 | 272030 | 156041 | 229774 |
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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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