Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89677.4458 | 71255.2013 | 18422.2445 | 77262.2818 | 109173.3028 | -31911.021 |
Total P&L (%) | 89.6774 | 71.2552 | 18.4222 | 77.2623 | 109.1733 | -31.911 |
Avg Daily Profit (%) | 0.3444 | 0.2736 | 0.0707 | 0.2201 | 0.2838 | -0.1475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52926 | -21629 | -39341 | -146274 | -39591 | -119313 |
Profit Factor | 1.2918 | 1.5192 | 1.1083 | 1.1331 | 1.4809 | 0.9097 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 70.1422 | 70.4762 | 69.8113 | 70.1422 | 70.4762 | 69.8113 |
Ratio Avg Win / Avg Loss | 0.5499 | 0.6364 | 0.4793 | 0.4824 | 0.6204 | 0.3934 |
Largest Winning Trade | 15984 | 15984 | 11834 | 20493 | 17015 | 20493 |
Largest Losing Trade | -35942 | -17914 | -35942 | -111379 | -35706 | -111379 |
Avg Bars in Trades | 114 | 106 | 121 | 114 | 106 | 121 |
Avg Bars in Winners | 60 | 54 | 66 | 60 | 54 | 66 |
Avg Bars in Losers | 239 | 231 | 248 | 239 | 231 | 248 |
Bars Traded | 24096 | 11225 | 12871 | 24096 | 11225 | 12871 |
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 | 343502 | 333685 | -208327 | -65624 | 328383 | -579599 |
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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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