Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387555.5531 | 249465.8812 | 138089.6719 | 1417544.1952 | 1304043.4767 | 113500.7186 |
Total P&L (%) | 387.5556 | 249.4659 | 138.0897 | 1417.5442 | 1304.0435 | 113.5007 |
Avg Daily Profit (%) | 0.3721 | 0.2395 | 0.1326 | 0.2614 | 0.2539 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51817 | -45041 | -53919 | -1177498 | -287533 | -1217395 |
Profit Factor | 2.036 | 2.4823 | 1.671 | 1.4379 | 2.1159 | 1.0549 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Profitability (%) | 46.0733 | 44.2105 | 47.9167 | 46.0733 | 44.2105 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.383 | 3.1324 | 1.8163 | 1.683 | 2.67 | 1.1466 |
Largest Winning Trade | 94406 | 94406 | 48310 | 540829 | 540829 | 452856 |
Largest Losing Trade | -14982 | -13169 | -14982 | -267441 | -134191 | -267441 |
Avg Bars in Trades | 129 | 114 | 144 | 129 | 114 | 144 |
Avg Bars in Winners | 194 | 177 | 209 | 194 | 177 | 209 |
Avg Bars in Losers | 74 | 64 | 84 | 74 | 64 | 84 |
Bars Traded | 24728 | 10887 | 13841 | 24728 | 10887 | 13841 |
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 | 447634 | 364947 | -13994 | 362650 | 358940 | -256961 |
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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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