Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172614.7648 | 79490.5171 | 93124.2477 | 297330.0351 | 180324.8356 | 117005.1995 |
Total P&L (%) | 172.6148 | 79.4905 | 93.1242 | 297.33 | 180.3248 | 117.0052 |
Avg Daily Profit (%) | 0.6628 | 0.3052 | 0.3576 | 0.5312 | 0.3966 | 0.2979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46935 | -43321 | -28240 | -108640 | -69780 | -101304 |
Profit Factor | 1.6855 | 1.572 | 1.8253 | 1.5269 | 1.6257 | 1.4238 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 48.7395 | 48.3333 | 49.1525 | 48.7395 | 48.3333 | 49.1525 |
Ratio Avg Win / Avg Loss | 1.7727 | 1.6804 | 1.8883 | 1.6059 | 1.7378 | 1.4729 |
Largest Winning Trade | 44440 | 44440 | 19370 | 65439 | 65439 | 50402 |
Largest Losing Trade | -10287 | -10287 | -8627 | -34224 | -30207 | -34224 |
Avg Bars in Trades | 206 | 221 | 191 | 206 | 221 | 191 |
Avg Bars in Winners | 283 | 303 | 264 | 283 | 303 | 264 |
Avg Bars in Losers | 133 | 145 | 121 | 133 | 145 | 121 |
Bars Traded | 24626 | 13311 | 11315 | 24626 | 13311 | 11315 |
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 | 475213 | -159846 | -165974 | 412673 | -158844 | -169106 |
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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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