Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163325.7682 | 79173.5814 | 84152.1869 | 281136.8681 | 165955.056 | 115181.8121 |
Total P&L (%) | 163.3258 | 79.1736 | 84.1522 | 281.1369 | 165.9551 | 115.1818 |
Avg Daily Profit (%) | 0.6272 | 0.304 | 0.3231 | 0.5151 | 0.3763 | 0.2947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26282 | -36318 | -18718 | -81727 | -47954 | -48928 |
Profit Factor | 1.4964 | 1.4422 | 1.5612 | 1.4208 | 1.4734 | 1.3627 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 168 | 86 | 82 | 168 | 86 | 82 |
Profitability (%) | 38.6861 | 37.2263 | 40.146 | 38.6861 | 37.2263 | 40.146 |
Ratio Avg Win / Avg Loss | 2.3717 | 2.4319 | 2.3276 | 2.2518 | 2.4846 | 2.0316 |
Largest Winning Trade | 32258 | 32258 | 18155 | 53628 | 53628 | 32412 |
Largest Losing Trade | -9597 | -8408 | -9597 | -31660 | -18027 | -31660 |
Avg Bars in Trades | 90 | 91 | 90 | 90 | 91 | 90 |
Avg Bars in Winners | 156 | 169 | 144 | 156 | 169 | 144 |
Avg Bars in Losers | 49 | 44 | 53 | 49 | 44 | 53 |
Bars Traded | 24854 | 12507 | 12347 | 24854 | 12507 | 12347 |
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 | 334988 | 144714 | 217654 | 283867 | 173832 | 165226 |
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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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