Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158776.3249 | 69512.4702 | 89263.8548 | 265736.3386 | 163562.0148 | 102174.3238 |
Total P&L (%) | 158.7763 | 69.5125 | 89.2639 | 265.7363 | 163.562 | 102.1743 |
Avg Daily Profit (%) | 0.6097 | 0.2669 | 0.3428 | 0.4992 | 0.3728 | 0.2707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30678 | -23438 | -41492 | -126778 | -90361 | -160486 |
Profit Factor | 1.3903 | 1.318 | 1.4743 | 1.223 | 1.2683 | 1.1756 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Losing Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Profitability (%) | 54.386 | 53.8462 | 54.9296 | 54.386 | 53.8462 | 54.9296 |
Ratio Avg Win / Avg Loss | 1.1661 | 1.1297 | 1.2096 | 1.0258 | 1.0871 | 0.9646 |
Largest Winning Trade | 18466 | 16915 | 18466 | 37694 | 37694 | 29698 |
Largest Losing Trade | -12255 | -10254 | -12255 | -43432 | -41788 | -43432 |
Avg Bars in Trades | 87 | 87 | 87 | 87 | 87 | 87 |
Avg Bars in Winners | 87 | 87 | 87 | 87 | 87 | 87 |
Avg Bars in Losers | 87 | 87 | 87 | 87 | 87 | 87 |
Bars Traded | 24842 | 12460 | 12382 | 24842 | 12460 | 12382 |
Profit Streak | 0 | 0 | 5.6423 | 0 | 0 | 5.6423 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447199 | 262160 | 368285 | 376394 | 284976 | -20584 |
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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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