Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147643.359 | 72874.6072 | 74768.7518 | 165520.9491 | 81328.0018 | 84192.9473 |
Total P&L (%) | 147.6434 | 72.8746 | 74.7688 | 165.5209 | 81.328 | 84.1929 |
Avg Daily Profit (%) | 0.5669 | 0.2798 | 0.2871 | 0.3757 | 0.2288 | 0.2348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70473 | -45788 | -40622 | -76830 | -51820 | -46519 |
Profit Factor | 1.3906 | 1.3755 | 1.4065 | 1.3201 | 1.31 | 1.3306 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 42.5121 | 40.7767 | 44.2308 | 42.5121 | 40.7767 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.8805 | 1.9978 | 1.7734 | 1.7852 | 1.9027 | 1.6777 |
Largest Winning Trade | 62826 | 62826 | 19959 | 95083 | 95083 | 35268 |
Largest Losing Trade | -12814 | -12814 | -9781 | -22229 | -17320 | -22229 |
Avg Bars in Trades | 119 | 111 | 126 | 119 | 111 | 126 |
Avg Bars in Winners | 181 | 158 | 203 | 181 | 158 | 203 |
Avg Bars in Losers | 72 | 79 | 66 | 72 | 79 | 66 |
Bars Traded | 24682 | 11483 | 13199 | 24682 | 11483 | 13199 |
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 | 334155 | 169118 | 226630 | 259806 | 139007 | 193831 |
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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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