Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150266.2237 | 71014.7492 | 79251.4744 | 264894.1853 | 200999.6769 | 63894.5084 |
Total P&L (%) | 150.2662 | 71.0147 | 79.2515 | 264.8942 | 200.9997 | 63.8945 |
Avg Daily Profit (%) | 0.577 | 0.2727 | 0.3043 | 0.4983 | 0.424 | 0.1899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34799 | -13082 | -28271 | -145407 | -24609 | -134071 |
Profit Factor | 1.984 | 2.0939 | 1.9028 | 1.6329 | 2.5251 | 1.2228 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 59.1398 | 58.6957 | 59.5745 | 59.1398 | 58.6957 | 59.5745 |
Ratio Avg Win / Avg Loss | 1.3708 | 1.4735 | 1.2912 | 1.1282 | 1.7769 | 0.8298 |
Largest Winning Trade | 18244 | 16952 | 18244 | 43237 | 43237 | 27165 |
Largest Losing Trade | -20071 | -11776 | -20071 | -100056 | -22628 | -100056 |
Avg Bars in Trades | 266 | 281 | 252 | 266 | 281 | 252 |
Avg Bars in Winners | 236 | 275 | 198 | 236 | 275 | 198 |
Avg Bars in Losers | 310 | 289 | 330 | 310 | 289 | 330 |
Bars Traded | 24780 | 12930 | 11850 | 24780 | 12930 | 11850 |
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 | 487404 | 393048 | 393876 | 438788 | 509569 | 179999 |
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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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