Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189745.2992 | 114931.3111 | 74813.9881 | 315163.7897 | 227664.3056 | 87499.4842 |
Total P&L (%) | 189.7453 | 114.9313 | 74.814 | 315.1638 | 227.6643 | 87.4995 |
Avg Daily Profit (%) | 0.3643 | 0.2207 | 0.1436 | 0.2737 | 0.2281 | 0.1208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40087 | -52095 | -25131 | -110830 | -110565 | -58823 |
Profit Factor | 1.5071 | 1.6009 | 1.409 | 1.4209 | 1.5925 | 1.24 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 41.6667 | 38.8889 | 44.4444 | 41.6667 | 38.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.1099 | 2.5158 | 1.7612 | 1.9893 | 2.5025 | 1.55 |
Largest Winning Trade | 36601 | 36601 | 22211 | 58540 | 58540 | 39061 |
Largest Losing Trade | -12487 | -11901 | -12487 | -35747 | -35747 | -26838 |
Avg Bars in Trades | 137 | 131 | 142 | 137 | 131 | 142 |
Avg Bars in Winners | 216 | 214 | 218 | 216 | 214 | 218 |
Avg Bars in Losers | 80 | 78 | 82 | 80 | 78 | 82 |
Bars Traded | 24679 | 11814 | 12865 | 24679 | 11814 | 12865 |
Profit Streak | 7.7 | 22.7 | 0 | 7.7 | 22.7 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334667 | 255249 | -2463 | 287822 | 255829 | -33999 |
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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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