Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140092.5958 | 50501.1504 | 89591.4454 | 195591.3227 | 86420.9548 | 109170.3679 |
Total P&L (%) | 140.0926 | 50.5012 | 89.5914 | 195.5913 | 86.421 | 109.1704 |
Avg Daily Profit (%) | 0.5379 | 0.1939 | 0.344 | 0.417 | 0.2395 | 0.2838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37124 | -40306 | -17863 | -51343 | -51887 | -20424 |
Profit Factor | 1.4285 | 1.3067 | 1.552 | 1.4103 | 1.3606 | 1.4605 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 42.7928 | 39.6396 | 45.9459 | 42.7928 | 39.6396 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.9096 | 1.9897 | 1.8259 | 1.8853 | 2.0719 | 1.7182 |
Largest Winning Trade | 44316 | 44316 | 23521 | 47625 | 47625 | 30604 |
Largest Losing Trade | -8985 | -8985 | -5962 | -15986 | -15608 | -15986 |
Avg Bars in Trades | 110 | 112 | 109 | 110 | 112 | 109 |
Avg Bars in Winners | 172 | 174 | 170 | 172 | 174 | 170 |
Avg Bars in Losers | 65 | 71 | 58 | 65 | 71 | 58 |
Bars Traded | 24625 | 12450 | 12175 | 24625 | 12450 | 12175 |
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 | 340312 | 65580 | 300818 | 299112 | 138251 | 262151 |
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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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