Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280516.3672 | 176590.4413 | 103925.9259 | 519894.1139 | 360373.0037 | 159521.1102 |
Total P&L (%) | 280.5164 | 176.5904 | 103.9259 | 519.8941 | 360.373 | 159.5211 |
Avg Daily Profit (%) | 0.5386 | 0.3391 | 0.1995 | 0.3509 | 0.2936 | 0.1833 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73951 | -56623 | -50987 | -250499 | -219930 | -159453 |
Profit Factor | 1.5065 | 1.7785 | 1.3179 | 1.3213 | 1.5078 | 1.1757 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Losing Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Profitability (%) | 49.1892 | 50.5376 | 47.8261 | 49.1892 | 50.5376 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.5562 | 1.7407 | 1.4377 | 1.3649 | 1.4757 | 1.2825 |
Largest Winning Trade | 37185 | 37185 | 31849 | 125069 | 125069 | 88433 |
Largest Losing Trade | -45596 | -22700 | -45596 | -95161 | -95161 | -73200 |
Avg Bars in Trades | 131 | 122 | 140 | 131 | 122 | 140 |
Avg Bars in Winners | 170 | 158 | 183 | 170 | 158 | 183 |
Avg Bars in Losers | 93 | 86 | 100 | 93 | 86 | 100 |
Bars Traded | 24299 | 11389 | 12910 | 24299 | 11389 | 12910 |
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 | 470048 | 409586 | 219150 | 346549 | 322906 | -21555 |
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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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