Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178700.6539 | 78888.5232 | 99812.1307 | 388479.9169 | 186655.481 | 201824.4358 |
Total P&L (%) | 178.7007 | 78.8885 | 99.8121 | 388.4799 | 186.6555 | 201.8244 |
Avg Daily Profit (%) | 0.6862 | 0.3029 | 0.3833 | 0.6109 | 0.4052 | 0.4251 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19746 | -10130 | -19054 | -63723 | -37197 | -83570 |
Profit Factor | 2.0292 | 2.1222 | 1.966 | 1.7375 | 1.9014 | 1.6314 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 55.5556 | 52.381 | 58.7302 | 55.5556 | 52.381 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.6234 | 1.9293 | 1.3815 | 1.39 | 1.7285 | 1.1464 |
Largest Winning Trade | 31525 | 17910 | 31525 | 44366 | 39423 | 44366 |
Largest Losing Trade | -10034 | -7044 | -10034 | -44940 | -37197 | -44940 |
Avg Bars in Trades | 195 | 200 | 190 | 195 | 200 | 190 |
Avg Bars in Winners | 210 | 229 | 193 | 210 | 229 | 193 |
Avg Bars in Losers | 176 | 168 | 186 | 176 | 168 | 186 |
Bars Traded | 24623 | 12626 | 11997 | 24623 | 12626 | 11997 |
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 | 550514 | -135230 | -135133 | 467086 | -134782 | -135421 |
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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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