Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154768.6413 | 84743.0171 | 70025.6242 | 310006.6956 | 181948.5828 | 128058.1129 |
Total P&L (%) | 154.7686 | 84.743 | 70.0256 | 310.0067 | 181.9486 | 128.0581 |
Avg Daily Profit (%) | 0.5943 | 0.3254 | 0.2689 | 0.5433 | 0.3988 | 0.3171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22071 | -14629 | -14662 | -106709 | -45890 | -63567 |
Profit Factor | 1.9408 | 1.9998 | 1.8781 | 1.7932 | 1.9445 | 1.6461 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 72.6257 | 75.5556 | 69.6629 | 72.6257 | 75.5556 | 69.6629 |
Ratio Avg Win / Avg Loss | 0.7315 | 0.647 | 0.8179 | 0.6759 | 0.6291 | 0.7168 |
Largest Winning Trade | 11647 | 11647 | 8599 | 33048 | 33048 | 30371 |
Largest Losing Trade | -14629 | -14629 | -12246 | -55045 | -36729 | -55045 |
Avg Bars in Trades | 136 | 128 | 145 | 136 | 128 | 145 |
Avg Bars in Winners | 93 | 91 | 94 | 93 | 91 | 94 |
Avg Bars in Losers | 252 | 241 | 262 | 252 | 241 | 262 |
Bars Traded | 24481 | 11534 | 12947 | 24481 | 11534 | 12947 |
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 | 517477 | 417471 | 364032 | 491521 | 436215 | 362738 |
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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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