Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174114.2509 | 68954.8662 | 105159.3847 | 213394.1828 | 11782.2692 | 201611.9136 |
Total P&L (%) | 174.1143 | 68.9549 | 105.1594 | 213.3942 | 11.7823 | 201.6119 |
Avg Daily Profit (%) | 0.3343 | 0.1324 | 0.2019 | 0.2196 | 0.0214 | 0.2122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65426 | -39330 | -40786 | -332403 | -175772 | -219622 |
Profit Factor | 1.3201 | 1.2485 | 1.3945 | 1.1208 | 1.0131 | 1.2331 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Losing Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Profitability (%) | 49.7758 | 51.7857 | 47.7477 | 49.7758 | 51.7857 | 47.7477 |
Ratio Avg Win / Avg Loss | 1.332 | 1.1624 | 1.5261 | 1.1309 | 0.9432 | 1.3495 |
Largest Winning Trade | 35882 | 35882 | 24876 | 136412 | 136412 | 81820 |
Largest Losing Trade | -15991 | -15159 | -15991 | -61514 | -55508 | -61514 |
Avg Bars in Trades | 110 | 112 | 108 | 110 | 112 | 108 |
Avg Bars in Winners | 135 | 140 | 130 | 135 | 140 | 130 |
Avg Bars in Losers | 85 | 82 | 87 | 85 | 82 | 87 |
Bars Traded | 24612 | 12581 | 12031 | 24612 | 12581 | 12031 |
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 | 341514 | -17174 | 277425 | -79313 | -483026 | 205091 |
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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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