Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187096.6875 | 65032.1357 | 122064.5518 | 362126.9093 | 187452.5955 | 174674.3137 |
Total P&L (%) | 187.0967 | 65.0321 | 122.0646 | 362.1269 | 187.4526 | 174.6743 |
Avg Daily Profit (%) | 0.7184 | 0.2497 | 0.4687 | 0.5895 | 0.4063 | 0.3887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60747 | -51619 | -25113 | -133327 | -83233 | -77551 |
Profit Factor | 1.4524 | 1.2927 | 1.6377 | 1.3917 | 1.3814 | 1.4035 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 152 | 78 | 74 | 152 | 78 | 74 |
Losing Trades | 198 | 97 | 101 | 198 | 97 | 101 |
Profitability (%) | 43.4286 | 44.5714 | 42.2857 | 43.4286 | 44.5714 | 42.2857 |
Ratio Avg Win / Avg Loss | 1.8919 | 1.6076 | 2.2352 | 1.8129 | 1.7179 | 1.9155 |
Largest Winning Trade | 37688 | 37688 | 19187 | 77846 | 77846 | 52152 |
Largest Losing Trade | -9221 | -9221 | -6199 | -25999 | -25999 | -25853 |
Avg Bars in Trades | 70 | 71 | 70 | 70 | 71 | 70 |
Avg Bars in Winners | 104 | 105 | 102 | 104 | 105 | 102 |
Avg Bars in Losers | 45 | 43 | 46 | 45 | 43 | 46 |
Bars Traded | 24758 | 12433 | 12325 | 24758 | 12433 | 12325 |
Profit Streak | 0 | 4.6882 | 0 | 0 | 4.6882 | 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 | 434067 | 221169 | 323439 | 381047 | 300774 | 252973 |
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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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