Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168588.3619 | 107243.6261 | 61344.7358 | 176194.4566 | 110371.9132 | 65822.5434 |
Total P&L (%) | 168.5884 | 107.2436 | 61.3447 | 176.1945 | 110.3719 | 65.8225 |
Avg Daily Profit (%) | 0.2921 | 0.1858 | 0.1063 | 0.1762 | 0.129 | 0.0877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80611 | -35961 | -61217 | -175483 | -92206 | -141277 |
Profit Factor | 1.4336 | 1.5139 | 1.3405 | 1.2102 | 1.2483 | 1.1672 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 43.2292 | 41.6667 | 44.7917 | 43.2292 | 41.6667 | 44.7917 |
Ratio Avg Win / Avg Loss | 1.8826 | 2.1194 | 1.6523 | 1.5893 | 1.7476 | 1.4387 |
Largest Winning Trade | 58414 | 58414 | 23481 | 80469 | 80469 | 61713 |
Largest Losing Trade | -22790 | -17167 | -22790 | -41370 | -28531 | -41370 |
Avg Bars in Trades | 69 | 62 | 76 | 69 | 62 | 76 |
Avg Bars in Winners | 94 | 84 | 103 | 94 | 84 | 103 |
Avg Bars in Losers | 50 | 46 | 54 | 50 | 46 | 54 |
Bars Traded | 13318 | 5969 | 7349 | 13318 | 5969 | 7349 |
Profit Streak | 0 | 0 | 500.061 | 0 | 0 | 500.061 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302461 | 218623 | -51958 | 217651 | -23913 | -114515 |
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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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