Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134938.3198 | 46981.2842 | 87957.0355 | 174057.8651 | 43422.0495 | 130635.8156 |
Total P&L (%) | 134.9383 | 46.9813 | 87.957 | 174.0579 | 43.4221 | 130.6358 |
Avg Daily Profit (%) | 0.2591 | 0.0902 | 0.1689 | 0.1938 | 0.0693 | 0.1606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33316 | -30754 | -41121 | -113485 | -83518 | -81900 |
Profit Factor | 1.3464 | 1.2572 | 1.4253 | 1.2013 | 1.1065 | 1.2858 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 48.4127 | 47.619 | 49.2063 | 48.4127 | 47.619 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.4347 | 1.3829 | 1.4712 | 1.2801 | 1.2172 | 1.3273 |
Largest Winning Trade | 19261 | 14508 | 19261 | 40668 | 33752 | 40668 |
Largest Losing Trade | -24075 | -11559 | -24075 | -48412 | -33694 | -48412 |
Avg Bars in Trades | 97 | 90 | 105 | 97 | 90 | 105 |
Avg Bars in Winners | 100 | 98 | 101 | 100 | 98 | 101 |
Avg Bars in Losers | 95 | 82 | 108 | 95 | 82 | 108 |
Bars Traded | 24607 | 11363 | 13244 | 24607 | 11363 | 13244 |
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 | 310534 | -76027 | 255860 | 258504 | -207446 | 222625 |
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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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