Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121480.9105 | 72282.7499 | 49198.1606 | 171666.9943 | 121467.2971 | 50199.6972 |
Total P&L (%) | 121.4809 | 72.2828 | 49.1982 | 171.667 | 121.4673 | 50.1997 |
Avg Daily Profit (%) | 0.8745 | 0.5204 | 0.3542 | 0.7221 | 0.574 | 0.2933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52004 | -15197 | -43791 | -115303 | -36852 | -94346 |
Profit Factor | 1.4197 | 1.5616 | 1.3061 | 1.2874 | 1.4692 | 1.1484 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Losing Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Profitability (%) | 39.7683 | 41.8605 | 37.6923 | 39.7683 | 41.8605 | 37.6923 |
Ratio Avg Win / Avg Loss | 2.1503 | 2.1689 | 2.1591 | 1.9499 | 2.0405 | 1.8983 |
Largest Winning Trade | 24901 | 20908 | 24901 | 46147 | 46147 | 32686 |
Largest Losing Trade | -11018 | -7569 | -11018 | -28581 | -11598 | -28581 |
Avg Bars in Trades | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Winners | 80 | 75 | 86 | 80 | 75 | 86 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 13095 | 6415 | 6680 | 13095 | 6415 | 6680 |
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 | 372074 | 287802 | 71624 | 316656 | 283977 | -55897 |
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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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