Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180868.6597 | 83219.7461 | 97648.9135 | 316265.7765 | 169514.5019 | 146751.2746 |
Total P&L (%) | 180.8687 | 83.2197 | 97.6489 | 316.2658 | 169.5145 | 146.7513 |
Avg Daily Profit (%) | 0.6945 | 0.3196 | 0.375 | 0.5491 | 0.3814 | 0.3474 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47159 | -51965 | -19575 | -62410 | -40982 | -33172 |
Profit Factor | 1.435 | 1.385 | 1.489 | 1.5521 | 1.5615 | 1.5417 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Profitability (%) | 42.5287 | 43.5115 | 41.5385 | 42.5287 | 43.5115 | 41.5385 |
Ratio Avg Win / Avg Loss | 1.9391 | 1.7981 | 2.0956 | 2.0975 | 2.0273 | 2.1698 |
Largest Winning Trade | 27045 | 21204 | 27045 | 44509 | 44509 | 36444 |
Largest Losing Trade | -11785 | -11785 | -7482 | -21187 | -21187 | -17321 |
Avg Bars in Trades | 94 | 95 | 93 | 94 | 95 | 93 |
Avg Bars in Winners | 138 | 135 | 141 | 138 | 135 | 141 |
Avg Bars in Losers | 62 | 65 | 59 | 62 | 65 | 59 |
Bars Traded | 24677 | 12529 | 12148 | 24677 | 12529 | 12148 |
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 | 393549 | 224352 | 236557 | 374596 | 282224 | 239677 |
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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) |
---|