Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172092.0669 | 62289.4648 | 109802.6022 | 304759.8405 | 122467.5888 | 182292.2517 |
Total P&L (%) | 172.0921 | 62.2895 | 109.8026 | 304.7598 | 122.4676 | 182.2923 |
Avg Daily Profit (%) | 0.6608 | 0.2392 | 0.4216 | 0.5383 | 0.3075 | 0.3993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30234 | -28556 | -15527 | -65608 | -63013 | -41450 |
Profit Factor | 1.4949 | 1.3524 | 1.6422 | 1.3701 | 1.2818 | 1.4686 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 143 | 73 | 70 | 143 | 73 | 70 |
Profitability (%) | 44.5736 | 43.4109 | 45.7364 | 44.5736 | 43.4109 | 45.7364 |
Ratio Avg Win / Avg Loss | 1.8588 | 1.7629 | 1.9484 | 1.7036 | 1.671 | 1.7424 |
Largest Winning Trade | 40029 | 40029 | 28087 | 63124 | 63124 | 48185 |
Largest Losing Trade | -7792 | -6751 | -7792 | -23203 | -23203 | -20452 |
Avg Bars in Trades | 96 | 97 | 95 | 96 | 97 | 95 |
Avg Bars in Winners | 143 | 150 | 137 | 143 | 150 | 137 |
Avg Bars in Losers | 58 | 57 | 59 | 58 | 57 | 59 |
Bars Traded | 24862 | 12606 | 12256 | 24862 | 12606 | 12256 |
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 | 424424 | 172334 | 336948 | 359275 | 196352 | 298235 |
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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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