Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206974.6315 | 135627.8501 | 71346.7814 | 233316.2089 | 109381.974 | 123934.2349 |
Total P&L (%) | 206.9746 | 135.6279 | 71.3468 | 233.3162 | 109.382 | 123.9342 |
Avg Daily Profit (%) | 0.3974 | 0.2604 | 0.137 | 0.2314 | 0.142 | 0.1549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54063 | -50248 | -27440 | -222461 | -222377 | -96655 |
Profit Factor | 1.4224 | 1.5555 | 1.2901 | 1.1487 | 1.1371 | 1.1607 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 103 | 46 | 57 | 103 | 46 | 57 |
Losing Trades | 150 | 80 | 70 | 150 | 80 | 70 |
Profitability (%) | 40.7115 | 36.5079 | 44.8819 | 40.7115 | 36.5079 | 44.8819 |
Ratio Avg Win / Avg Loss | 2.0714 | 2.7053 | 1.5844 | 1.6729 | 1.9776 | 1.4254 |
Largest Winning Trade | 106784 | 106784 | 25982 | 174851 | 174851 | 90567 |
Largest Losing Trade | -11973 | -11973 | -11891 | -45822 | -45177 | -45822 |
Avg Bars in Trades | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Winners | 154 | 157 | 152 | 154 | 157 | 152 |
Avg Bars in Losers | 57 | 61 | 54 | 57 | 61 | 54 |
Bars Traded | 24575 | 12104 | 12471 | 24575 | 12104 | 12471 |
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 | 302170 | 174907 | -11798 | -50801 | -78119 | -39284 |
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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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