Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120480.3335 | 81128.9081 | 39351.4253 | 110878.5447 | 109849.8452 | 1028.6995 |
Total P&L (%) | 120.4803 | 81.1289 | 39.3514 | 110.8785 | 109.8498 | 1.0287 |
Avg Daily Profit (%) | 0.4524 | 0.3046 | 0.1478 | 0.2806 | 0.2787 | 0.0038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56152 | -23876 | -63926 | -116171 | -47276 | -126622 |
Profit Factor | 1.3532 | 1.5282 | 1.2098 | 1.2225 | 1.5046 | 1.0037 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 45.2381 | 46.4286 | 44.0476 | 45.2381 | 46.4286 | 44.0476 |
Ratio Avg Win / Avg Loss | 1.6381 | 1.7633 | 1.5368 | 1.4799 | 1.7361 | 1.2749 |
Largest Winning Trade | 41607 | 41607 | 28325 | 63559 | 63559 | 50434 |
Largest Losing Trade | -21254 | -8484 | -21254 | -25870 | -18143 | -25870 |
Avg Bars in Trades | 74 | 73 | 76 | 74 | 73 | 76 |
Avg Bars in Winners | 104 | 100 | 109 | 104 | 100 | 109 |
Avg Bars in Losers | 50 | 49 | 50 | 50 | 49 | 50 |
Bars Traded | 12589 | 6141 | 6448 | 12589 | 6141 | 6448 |
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 | 322189 | 288351 | -1443 | 200567 | 275191 | -573975 |
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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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