Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194446.1688 | 92671.8522 | 101774.3166 | 390754.0739 | 197586.6849 | 193167.389 |
Total P&L (%) | 194.4462 | 92.6719 | 101.7743 | 390.7541 | 197.5867 | 193.1674 |
Avg Daily Profit (%) | 0.7467 | 0.3559 | 0.3908 | 0.6127 | 0.4196 | 0.4139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49981 | -33228 | -33065 | -103804 | -54772 | -69239 |
Profit Factor | 1.4967 | 1.4352 | 1.57 | 1.5175 | 1.4647 | 1.5856 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Losing Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Profitability (%) | 42.6471 | 44.8529 | 40.4412 | 42.6471 | 44.8529 | 40.4412 |
Ratio Avg Win / Avg Loss | 2.0128 | 1.7646 | 2.3122 | 2.0408 | 1.8008 | 2.3352 |
Largest Winning Trade | 26322 | 22736 | 26322 | 67319 | 67319 | 53434 |
Largest Losing Trade | -11937 | -11937 | -9738 | -32108 | -32108 | -19230 |
Avg Bars in Trades | 90 | 92 | 88 | 90 | 92 | 88 |
Avg Bars in Winners | 127 | 127 | 128 | 127 | 127 | 128 |
Avg Bars in Losers | 62 | 63 | 61 | 62 | 63 | 61 |
Bars Traded | 24563 | 12512 | 12051 | 24563 | 12512 | 12051 |
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 | 426895 | 265804 | 244461 | 390264 | 291921 | 254984 |
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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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