Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143648.6908 | 89342.8246 | 54305.8662 | 207956.1214 | 117642.6887 | 90313.4328 |
Total P&L (%) | 143.6487 | 89.3428 | 54.3059 | 207.9561 | 117.6427 | 90.3134 |
Avg Daily Profit (%) | 0.3666 | 0.228 | 0.1386 | 0.2875 | 0.1987 | 0.1644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39592 | -25730 | -23811 | -200830 | -118513 | -109615 |
Profit Factor | 1.4774 | 1.5526 | 1.39 | 1.1835 | 1.1914 | 1.1742 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 43.0108 | 39.7849 | 46.2366 | 43.0108 | 39.7849 | 46.2366 |
Ratio Avg Win / Avg Loss | 1.9575 | 2.3499 | 1.6163 | 1.5681 | 1.8031 | 1.3653 |
Largest Winning Trade | 29407 | 29407 | 24290 | 91588 | 77854 | 91588 |
Largest Losing Trade | -9399 | -9399 | -8613 | -41666 | -41666 | -24948 |
Avg Bars in Trades | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Winners | 148 | 162 | 136 | 148 | 162 | 136 |
Avg Bars in Losers | 61 | 58 | 64 | 61 | 58 | 64 |
Bars Traded | 18379 | 9298 | 9081 | 18379 | 9298 | 9081 |
Profit Streak | 0 | 0 | 14.6344 | 0 | 0 | 14.6344 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309659 | 192334 | -9472 | -11917 | -6563 | -23769 |
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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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