Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229734.3657 | 160181.6569 | 69552.7089 | 243452.6082 | 230931.7754 | 12520.8328 |
Total P&L (%) | 229.7344 | 160.1817 | 69.5527 | 243.4526 | 230.9318 | 12.5208 |
Avg Daily Profit (%) | 2.6464 | 1.8452 | 0.8012 | 1.4315 | 1.3881 | 0.136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42054 | -22649 | -26656 | -98957 | -41352 | -57604 |
Profit Factor | 2.0828 | 2.3892 | 1.7181 | 1.9235 | 2.7255 | 1.0965 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 46.4286 | 45.9184 | 46.9388 | 46.4286 | 45.9184 | 46.9388 |
Ratio Avg Win / Avg Loss | 2.4032 | 2.8139 | 1.9422 | 2.2194 | 3.21 | 1.2395 |
Largest Winning Trade | 182953 | 182953 | 75100 | 286055 | 286055 | 67060 |
Largest Losing Trade | -13020 | -10746 | -13020 | -57604 | -41352 | -57604 |
Avg Bars in Trades | 124 | 130 | 119 | 124 | 130 | 119 |
Avg Bars in Winners | 131 | 134 | 129 | 131 | 134 | 129 |
Avg Bars in Losers | 118 | 126 | 111 | 118 | 126 | 111 |
Bars Traded | 24498 | 12752 | 11746 | 24498 | 12752 | 11746 |
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 | 576097 | 517717 | 451682 | 527067 | 526801 | -216678 |
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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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