Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192168.6622 | 107120.1973 | 85048.4649 | 270267.8852 | 120795.7367 | 149472.1485 |
Total P&L (%) | 192.1687 | 107.1202 | 85.0485 | 270.2679 | 120.7957 | 149.4721 |
Avg Daily Profit (%) | 0.333 | 0.1856 | 0.1474 | 0.2271 | 0.1373 | 0.1585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56128 | -46451 | -38990 | -163913 | -200480 | -119747 |
Profit Factor | 1.4472 | 1.426 | 1.4771 | 1.2517 | 1.1873 | 1.3488 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 50.8621 | 48.2759 | 53.4483 | 50.8621 | 48.2759 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.3981 | 1.5278 | 1.2865 | 1.2093 | 1.2721 | 1.1748 |
Largest Winning Trade | 42028 | 42028 | 30486 | 102525 | 102525 | 96190 |
Largest Losing Trade | -27169 | -27169 | -14155 | -118825 | -118825 | -45088 |
Avg Bars in Trades | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Winners | 57 | 62 | 52 | 57 | 62 | 52 |
Avg Bars in Losers | 57 | 49 | 67 | 57 | 49 | 67 |
Bars Traded | 13344 | 6462 | 6882 | 13344 | 6462 | 6882 |
Profit Streak | 0 | 0 | 490.0487 | 0 | 0 | 490.0487 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384362 | 293636 | 189275 | 308781 | -25508 | 289586 |
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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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