Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98598.5205 | 63517.8398 | 35080.6807 | 127237.0244 | 78339.1374 | 48897.8869 |
Total P&L (%) | 98.5985 | 63.5178 | 35.0807 | 127.237 | 78.3391 | 48.8979 |
Avg Daily Profit (%) | 0.7312 | 0.4711 | 0.2602 | 0.6106 | 0.43 | 0.2957 |
Buy And Hold Return (%) | 10.366 | 10.366 | 10.366 | 10.366 | 10.366 | 10.366 |
Max Trade Drawdown | -36031 | -25825 | -23022 | -55140 | -37615 | -36811 |
Profit Factor | 1.4881 | 1.568 | 1.389 | 1.3985 | 1.4451 | 1.3413 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 44.4444 | 43.2099 | 45.679 | 44.4444 | 43.2099 | 45.679 |
Ratio Avg Win / Avg Loss | 1.8601 | 2.0608 | 1.6518 | 1.7481 | 1.8992 | 1.5951 |
Largest Winning Trade | 16877 | 16877 | 15850 | 27212 | 27212 | 26750 |
Largest Losing Trade | -9592 | -9592 | -6197 | -14912 | -14912 | -14082 |
Avg Bars in Trades | 78 | 82 | 73 | 78 | 82 | 73 |
Avg Bars in Winners | 102 | 110 | 93 | 102 | 110 | 93 |
Avg Bars in Losers | 59 | 61 | 57 | 59 | 61 | 57 |
Bars Traded | 12694 | 6708 | 5986 | 12694 | 6708 | 5986 |
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 | 410398 | -4204 | -8328 | 353570 | -4724 | -7131 |
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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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