Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158914.5654 | 74017.6197 | 84896.9456 | 240698.0732 | 136550.6336 | 104147.4396 |
Total P&L (%) | 158.9146 | 74.0176 | 84.8969 | 240.6981 | 136.5506 | 104.1474 |
Avg Daily Profit (%) | 0.6102 | 0.2842 | 0.326 | 0.4718 | 0.3312 | 0.2744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28180 | -24310 | -33225 | -82112 | -57537 | -81413 |
Profit Factor | 1.4038 | 1.3922 | 1.4144 | 1.3174 | 1.3925 | 1.2538 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Losing Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Profitability (%) | 51.5152 | 51.3043 | 51.7241 | 51.5152 | 51.3043 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.3212 | 1.3214 | 1.3201 | 1.2399 | 1.3217 | 1.1702 |
Largest Winning Trade | 17155 | 17155 | 17133 | 48980 | 48980 | 32627 |
Largest Losing Trade | -21064 | -19752 | -21064 | -38281 | -23813 | -38281 |
Avg Bars in Trades | 106 | 112 | 101 | 106 | 112 | 101 |
Avg Bars in Winners | 118 | 119 | 116 | 118 | 119 | 116 |
Avg Bars in Losers | 94 | 104 | 84 | 94 | 104 | 84 |
Bars Traded | 24674 | 12923 | 11751 | 24674 | 12923 | 11751 |
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 | 426776 | 270489 | 290264 | 365197 | 284994 | 239060 |
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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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