Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100357.1021 | 30489.6458 | 69867.4563 | 62872.2558 | 37740.7711 | 25131.4847 |
Total P&L (%) | 100.3571 | 30.4896 | 69.8675 | 62.8723 | 37.7408 | 25.1315 |
Avg Daily Profit (%) | 0.3854 | 0.1171 | 0.2683 | 0.1875 | 0.123 | 0.0861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88858 | -17072 | -80878 | -259760 | -51799 | -239887 |
Profit Factor | 1.3445 | 1.3154 | 1.3589 | 1.0901 | 1.1728 | 1.0524 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 159 | 77 | 82 | 159 | 77 | 82 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 58.6716 | 56.6176 | 60.7407 | 58.6716 | 56.6176 | 60.7407 |
Ratio Avg Win / Avg Loss | 0.947 | 1.0079 | 0.8783 | 0.7679 | 0.8987 | 0.6802 |
Largest Winning Trade | 21089 | 8203 | 21089 | 37103 | 20093 | 37103 |
Largest Losing Trade | -60169 | -5696 | -60169 | -161688 | -16307 | -161688 |
Avg Bars in Trades | 88 | 22 | 154 | 88 | 22 | 154 |
Avg Bars in Winners | 91 | 20 | 157 | 91 | 20 | 157 |
Avg Bars in Losers | 84 | 24 | 150 | 84 | 24 | 150 |
Bars Traded | 23953 | 3065 | 20888 | 23953 | 3065 | 20888 |
Profit Streak | 0 | 0 | 9.2198 | 0 | 0 | 9.2198 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325456 | -40044 | 267860 | -114927 | -63704 | -245605 |
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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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