Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150419.5024 | 102502.2902 | 47917.2122 | 175842.6027 | 182039.7701 | -6197.1674 |
Total P&L (%) | 150.4195 | 102.5023 | 47.9172 | 175.8426 | 182.0398 | -6.1972 |
Avg Daily Profit (%) | 0.5776 | 0.3936 | 0.184 | 0.3904 | 0.399 | -0.0246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58313 | -25271 | -45429 | -242439 | -98568 | -202861 |
Profit Factor | 1.8732 | 2.0604 | 1.6339 | 1.2832 | 1.5735 | 0.9796 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 40.4762 | 38.0952 | 42.8571 | 40.4762 | 38.0952 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7547 | 3.3481 | 2.1785 | 1.8871 | 2.5569 | 1.3061 |
Largest Winning Trade | 72662 | 72662 | 30735 | 134362 | 134362 | 104765 |
Largest Losing Trade | -12332 | -12332 | -8128 | -40873 | -36007 | -40873 |
Avg Bars in Trades | 293 | 289 | 298 | 293 | 289 | 298 |
Avg Bars in Winners | 508 | 516 | 501 | 508 | 516 | 501 |
Avg Bars in Losers | 148 | 150 | 145 | 148 | 150 | 145 |
Bars Traded | 24681 | 12162 | 12519 | 24681 | 12162 | 12519 |
Profit Streak | 0 | 0 | 7.1012 | 0 | 0 | 7.1012 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343056 | 259585 | 202051 | 196775 | 223411 | -582558 |
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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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