Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229436.9531 | 104911.9893 | 124524.9638 | 348073.2727 | 135747.4434 | 212325.8293 |
Total P&L (%) | 229.437 | 104.912 | 124.525 | 348.0733 | 135.7474 | 212.3258 |
Avg Daily Profit (%) | 0.4405 | 0.2014 | 0.2391 | 0.2884 | 0.1648 | 0.2189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90052 | -74352 | -39381 | -396816 | -239370 | -253999 |
Profit Factor | 1.3618 | 1.3246 | 1.4005 | 1.197 | 1.1468 | 1.2522 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Losing Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Profitability (%) | 44.086 | 44.2857 | 43.8849 | 44.086 | 44.2857 | 43.8849 |
Ratio Avg Win / Avg Loss | 1.7272 | 1.6665 | 1.7907 | 1.5181 | 1.4427 | 1.6011 |
Largest Winning Trade | 47229 | 47229 | 28100 | 163726 | 163726 | 83171 |
Largest Losing Trade | -15546 | -14421 | -15546 | -103289 | -65098 | -103289 |
Avg Bars in Trades | 88 | 95 | 82 | 88 | 95 | 82 |
Avg Bars in Winners | 114 | 119 | 109 | 114 | 119 | 109 |
Avg Bars in Losers | 68 | 75 | 60 | 68 | 75 | 60 |
Bars Traded | 24760 | 13319 | 11441 | 24760 | 13319 | 11441 |
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 | 354248 | 216166 | 238726 | 152955 | -54738 | 199895 |
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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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