Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145034.1933 | 73130.4118 | 71903.7815 | 208401.4715 | 114174.7329 | 94226.7386 |
Total P&L (%) | 145.0342 | 73.1304 | 71.9038 | 208.4015 | 114.1747 | 94.2267 |
Avg Daily Profit (%) | 0.5569 | 0.2808 | 0.2761 | 0.4334 | 0.2929 | 0.2552 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40877 | -48444 | -42452 | -57058 | -62857 | -50988 |
Profit Factor | 1.4989 | 1.4754 | 1.5254 | 1.5218 | 1.5393 | 1.5021 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 117 | 60 | 57 | 117 | 60 | 57 |
Profitability (%) | 39.0625 | 37.5 | 40.625 | 39.0625 | 37.5 | 40.625 |
Ratio Avg Win / Avg Loss | 2.3383 | 2.4589 | 2.2294 | 2.374 | 2.5654 | 2.1954 |
Largest Winning Trade | 35261 | 35261 | 16652 | 51862 | 51862 | 24274 |
Largest Losing Trade | -13449 | -7503 | -13449 | -18498 | -12142 | -18498 |
Avg Bars in Trades | 128 | 126 | 130 | 128 | 126 | 130 |
Avg Bars in Winners | 215 | 215 | 214 | 215 | 215 | 214 |
Avg Bars in Losers | 72 | 72 | 73 | 72 | 72 | 73 |
Bars Traded | 24668 | 12110 | 12558 | 24668 | 12110 | 12558 |
Profit Streak | 0 | 0 | 6.6811 | 0 | 0 | 6.6811 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303790 | 144858 | 222926 | 270820 | 162628 | 211387 |
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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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