Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76291.2136 | 44413.8514 | 31877.3621 | 83032.2415 | 55806.712 | 27225.5295 |
Total P&L (%) | 76.2912 | 44.4139 | 31.8774 | 83.0322 | 55.8067 | 27.2255 |
Avg Daily Profit (%) | 0.293 | 0.1705 | 0.1224 | 0.2324 | 0.1704 | 0.0925 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27208 | -22841 | -23105 | -33930 | -26753 | -38927 |
Profit Factor | 1.3369 | 1.3806 | 1.2905 | 1.2643 | 1.3565 | 1.1728 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 126 | 66 | 60 | 126 | 66 | 60 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 68.1081 | 70.9677 | 65.2174 | 68.1081 | 70.9677 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.626 | 0.5648 | 0.6883 | 0.592 | 0.5549 | 0.6255 |
Largest Winning Trade | 12305 | 12305 | 8568 | 16531 | 16531 | 10080 |
Largest Losing Trade | -17673 | -17673 | -11555 | -21050 | -16511 | -21050 |
Avg Bars in Trades | 132 | 126 | 138 | 132 | 126 | 138 |
Avg Bars in Winners | 82 | 81 | 84 | 82 | 81 | 84 |
Avg Bars in Losers | 238 | 235 | 241 | 238 | 235 | 241 |
Bars Traded | 24496 | 11730 | 12766 | 24496 | 11730 | 12766 |
Profit Streak | 0 | 0 | 5.442 | 0 | 0 | 5.442 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323248 | 206768 | -32035 | 288641 | 233236 | -102791 |
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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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