Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382242.9425 | 287110.4741 | 95132.4685 | 112688.5007 | 5811.8736 | 106876.6272 |
Total P&L (%) | 382.2429 | 287.1105 | 95.1325 | 112.6885 | 5.8119 | 106.8766 |
Avg Daily Profit (%) | 0.1978 | 0.1486 | 0.0492 | 0.0391 | 0.0029 | 0.0376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158842 | -81464 | -107587 | -436878 | -272524 | -186313 |
Profit Factor | 1.4064 | 1.5747 | 1.2158 | 1.0669 | 1.0059 | 1.1514 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 46.1957 | 46.7391 | 45.6522 | 46.1957 | 46.7391 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.6381 | 1.7945 | 1.4473 | 1.2427 | 1.1463 | 1.3707 |
Largest Winning Trade | 138717 | 138717 | 43928 | 291214 | 291214 | 79905 |
Largest Losing Trade | -31406 | -27675 | -31406 | -100078 | -100078 | -76195 |
Avg Bars in Trades | 62 | 56 | 67 | 62 | 56 | 67 |
Avg Bars in Winners | 80 | 72 | 89 | 80 | 72 | 89 |
Avg Bars in Losers | 46 | 42 | 49 | 46 | 42 | 49 |
Bars Traded | 11447 | 5207 | 6240 | 11447 | 5207 | 6240 |
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 | 321553 | 238238 | -129588 | -288128 | -570249 | -198589 |
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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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