Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169590.0932 | 66104.8354 | 103485.2578 | 235122.9521 | 68179.1167 | 166943.8354 |
Total P&L (%) | 169.5901 | 66.1048 | 103.4853 | 235.123 | 68.1791 | 166.9438 |
Avg Daily Profit (%) | 0.3256 | 0.1269 | 0.1987 | 0.2325 | 0.0999 | 0.1887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78194 | -60117 | -34113 | -167360 | -94186 | -96069 |
Profit Factor | 1.3341 | 1.2574 | 1.4126 | 1.2634 | 1.1464 | 1.3911 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Profitability (%) | 43.7008 | 44.8819 | 42.5197 | 43.7008 | 44.8819 | 42.5197 |
Ratio Avg Win / Avg Loss | 1.7187 | 1.5442 | 1.9097 | 1.6277 | 1.4079 | 1.8805 |
Largest Winning Trade | 27033 | 19546 | 27033 | 44338 | 43355 | 44338 |
Largest Losing Trade | -18200 | -13603 | -18200 | -37719 | -37719 | -31371 |
Avg Bars in Trades | 97 | 101 | 92 | 97 | 101 | 92 |
Avg Bars in Winners | 139 | 146 | 132 | 139 | 146 | 132 |
Avg Bars in Losers | 64 | 64 | 63 | 64 | 64 | 63 |
Bars Traded | 24695 | 12926 | 11769 | 24695 | 12926 | 11769 |
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 | 302703 | -25678 | 208737 | 258495 | -122017 | 200914 |
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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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