Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206777.4684 | 92864.5446 | 113912.9238 | 371472.4048 | 151049.7444 | 220422.6603 |
Total P&L (%) | 206.7775 | 92.8645 | 113.9129 | 371.4724 | 151.0497 | 220.4227 |
Avg Daily Profit (%) | 0.397 | 0.1783 | 0.2187 | 0.2982 | 0.1769 | 0.2238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47298 | -35905 | -39209 | -293664 | -224652 | -237453 |
Profit Factor | 1.7355 | 1.6214 | 1.865 | 1.2883 | 1.2077 | 1.3927 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 39.5973 | 37.3333 | 41.8919 | 39.5973 | 37.3333 | 41.8919 |
Ratio Avg Win / Avg Loss | 2.6474 | 2.7216 | 2.5869 | 1.9652 | 2.0272 | 1.9318 |
Largest Winning Trade | 61957 | 61957 | 29083 | 163531 | 163531 | 111075 |
Largest Losing Trade | -12481 | -10339 | -12481 | -63573 | -63417 | -63573 |
Avg Bars in Trades | 162 | 148 | 176 | 162 | 148 | 176 |
Avg Bars in Winners | 291 | 283 | 298 | 291 | 283 | 298 |
Avg Bars in Losers | 77 | 68 | 87 | 77 | 68 | 87 |
Bars Traded | 24192 | 11150 | 13042 | 24192 | 11150 | 13042 |
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 | 301486 | -51947 | -56859 | 193079 | -54398 | -58593 |
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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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