Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 66843.2283 | 43352.0849 | 23491.1434 | 51613.2146 | 40509.1761 | 11104.0385 |
Total P&L (%) | 66.8432 | 43.3521 | 23.4911 | 51.6132 | 40.5092 | 11.104 |
Avg Daily Profit (%) | 0.2567 | 0.1665 | 0.0902 | 0.1599 | 0.1307 | 0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50789 | -36187 | -48894 | -107366 | -63697 | -91348 |
Profit Factor | 1.2356 | 1.2958 | 1.1713 | 1.1023 | 1.1547 | 1.0458 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 72.8916 | 73.494 | 72.2892 | 72.8916 | 73.494 | 72.2892 |
Ratio Avg Win / Avg Loss | 0.4595 | 0.4673 | 0.449 | 0.41 | 0.4164 | 0.4009 |
Largest Winning Trade | 17805 | 17805 | 11332 | 26879 | 26879 | 12344 |
Largest Losing Trade | -19910 | -14116 | -19910 | -34250 | -26230 | -34250 |
Avg Bars in Trades | 147 | 151 | 143 | 147 | 151 | 143 |
Avg Bars in Winners | 77 | 71 | 84 | 77 | 71 | 84 |
Avg Bars in Losers | 335 | 374 | 298 | 335 | 374 | 298 |
Bars Traded | 24505 | 12595 | 11910 | 24505 | 12595 | 11910 |
Profit Streak | 0 | 0 | 13.3657 | 0 | 0 | 13.3657 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300960 | 194305 | -108869 | -101125 | -71222 | -440071 |
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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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