Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163375.1501 | 68780.8405 | 94594.3096 | 214557.3097 | 48184.1065 | 166373.2033 |
Total P&L (%) | 163.3752 | 68.7808 | 94.5943 | 214.5573 | 48.1841 | 166.3732 |
Avg Daily Profit (%) | 0.3137 | 0.1321 | 0.1816 | 0.2203 | 0.0755 | 0.1883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81309 | -52711 | -40292 | -86618 | -70788 | -57075 |
Profit Factor | 1.3841 | 1.2937 | 1.4949 | 1.3036 | 1.1157 | 1.5729 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 50.5435 | 48.913 | 52.1739 | 50.5435 | 48.913 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.3543 | 1.3512 | 1.3703 | 1.2755 | 1.1653 | 1.4418 |
Largest Winning Trade | 24214 | 23935 | 24214 | 54537 | 54537 | 33637 |
Largest Losing Trade | -22595 | -22595 | -14862 | -36907 | -36907 | -26745 |
Avg Bars in Trades | 133 | 136 | 130 | 133 | 136 | 130 |
Avg Bars in Winners | 135 | 138 | 131 | 135 | 138 | 131 |
Avg Bars in Losers | 132 | 135 | 129 | 132 | 135 | 129 |
Bars Traded | 24625 | 12592 | 12033 | 24625 | 12592 | 12033 |
Profit Streak | 3.729 | 4.0832 | 0 | 3.729 | 4.0832 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330656 | -18205 | 293164 | 284199 | -188263 | 312372 |
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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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