Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201653.8421 | 90482.9252 | 111170.9168 | 380092.8337 | 256739.9161 | 123352.9176 |
Total P&L (%) | 201.6538 | 90.4829 | 111.1709 | 380.0928 | 256.7399 | 123.3529 |
Avg Daily Profit (%) | 0.7743 | 0.3475 | 0.4269 | 0.6042 | 0.4896 | 0.309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54413 | -36261 | -34888 | -319390 | -140953 | -231781 |
Profit Factor | 1.4835 | 1.4444 | 1.5207 | 1.2635 | 1.3975 | 1.1549 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Profitability (%) | 44.4 | 44.8 | 44 | 44.4 | 44.8 | 44 |
Ratio Avg Win / Avg Loss | 1.8577 | 1.7797 | 1.9354 | 1.5822 | 1.7219 | 1.4698 |
Largest Winning Trade | 42873 | 42873 | 29735 | 85170 | 85170 | 61583 |
Largest Losing Trade | -13222 | -13222 | -9491 | -72094 | -72094 | -39433 |
Avg Bars in Trades | 98 | 98 | 98 | 98 | 98 | 98 |
Avg Bars in Winners | 133 | 128 | 138 | 133 | 128 | 138 |
Avg Bars in Losers | 69 | 73 | 66 | 69 | 73 | 66 |
Bars Traded | 24584 | 12304 | 12280 | 24584 | 12304 | 12280 |
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 | 452909 | 263474 | 293501 | 352177 | 296875 | -45574 |
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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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