Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281155.4694 | 224528.3737 | 56627.0957 | 172192.1842 | 191224.931 | -19032.7468 |
Total P&L (%) | 281.1555 | 224.5284 | 56.6271 | 172.1922 | 191.2249 | -19.0327 |
Avg Daily Profit (%) | 0.2699 | 0.2156 | 0.0544 | 0.0962 | 0.1027 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134864 | -65404 | -122839 | -513636 | -475805 | -345560 |
Profit Factor | 1.3196 | 1.5804 | 1.1149 | 1.0693 | 1.154 | 0.9847 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 53.617 | 50 | 57.265 | 53.617 | 50 | 57.265 |
Ratio Avg Win / Avg Loss | 1.1415 | 1.5804 | 0.832 | 0.925 | 1.154 | 0.7349 |
Largest Winning Trade | 41443 | 41443 | 37180 | 154106 | 154106 | 102793 |
Largest Losing Trade | -54208 | -48262 | -54208 | -359756 | -359756 | -161277 |
Avg Bars in Trades | 105 | 109 | 100 | 105 | 109 | 100 |
Avg Bars in Winners | 103 | 111 | 95 | 103 | 111 | 95 |
Avg Bars in Losers | 107 | 108 | 107 | 107 | 108 | 107 |
Bars Traded | 24745 | 12963 | 11782 | 24745 | 12963 | 11782 |
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 | 364349 | 375197 | -216343 | -208884 | -107316 | -580079 |
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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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