Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79944.9936 | 42956.8812 | 36988.1124 | 42816.5866 | 36717.5137 | 6099.0729 |
Total P&L (%) | 79.945 | 42.9569 | 36.9881 | 42.8166 | 36.7175 | 6.0991 |
Avg Daily Profit (%) | 0.9209 | 0.4948 | 0.4261 | 0.4114 | 0.3609 | 0.0682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64550 | -47040 | -26870 | -48767 | -32808 | -21099 |
Profit Factor | 1.3842 | 1.3745 | 1.3961 | 1.2838 | 1.457 | 1.0865 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Profitability (%) | 38.674 | 37.7778 | 39.5604 | 38.674 | 37.7778 | 39.5604 |
Ratio Avg Win / Avg Loss | 2.1949 | 2.2638 | 2.1329 | 2.0358 | 2.3998 | 1.6599 |
Largest Winning Trade | 89607 | 89607 | 58736 | 69371 | 69371 | 28646 |
Largest Losing Trade | -7352 | -7352 | -7153 | -6309 | -4678 | -6309 |
Avg Bars in Trades | 136 | 130 | 142 | 136 | 130 | 142 |
Avg Bars in Winners | 159 | 144 | 174 | 159 | 144 | 174 |
Avg Bars in Losers | 121 | 121 | 121 | 121 | 121 | 121 |
Bars Traded | 24695 | 11715 | 12980 | 24695 | 11715 | 12980 |
Profit Streak | 0 | 0.9863 | 0 | 0 | 0.9863 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329768 | -158 | 91007 | 113353 | -1075 | -398211 |
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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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