Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292658.3986 | 151363.1671 | 141295.2315 | 731452.6582 | 418206.9832 | 313245.675 |
Total P&L (%) | 292.6584 | 151.3632 | 141.2952 | 731.4527 | 418.207 | 313.2457 |
Avg Daily Profit (%) | 0.5619 | 0.2906 | 0.2713 | 0.4075 | 0.3164 | 0.2728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39983 | -39025 | -30424 | -402367 | -212485 | -324465 |
Profit Factor | 1.5062 | 1.5235 | 1.4888 | 1.3279 | 1.404 | 1.2621 |
Total Trades | 239 | 120 | 119 | 239 | 120 | 119 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Profitability (%) | 49.3724 | 50 | 48.7395 | 49.3724 | 50 | 48.7395 |
Ratio Avg Win / Avg Loss | 1.5445 | 1.5235 | 1.5658 | 1.3617 | 1.404 | 1.3273 |
Largest Winning Trade | 41178 | 41178 | 21565 | 201981 | 201981 | 164820 |
Largest Losing Trade | -20223 | -20223 | -17632 | -134740 | -108049 | -134740 |
Avg Bars in Trades | 103 | 101 | 105 | 103 | 101 | 105 |
Avg Bars in Winners | 118 | 108 | 130 | 118 | 108 | 130 |
Avg Bars in Losers | 88 | 94 | 81 | 88 | 94 | 81 |
Bars Traded | 24689 | 12152 | 12537 | 24689 | 12152 | 12537 |
Profit Streak | 0 | 0 | 21.8705 | 0 | 0 | 21.8705 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489849 | 365488 | 371839 | 378125 | 307116 | 282425 |
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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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