Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132711.5882 | 65581.5947 | 67129.9935 | 180483.0422 | 105689.5711 | 74793.4711 |
Total P&L (%) | 132.7116 | 65.5816 | 67.13 | 180.483 | 105.6896 | 74.7935 |
Avg Daily Profit (%) | 0.5096 | 0.2518 | 0.2578 | 0.3968 | 0.2773 | 0.2147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56155 | -54855 | -43530 | -55780 | -53456 | -45487 |
Profit Factor | 1.4513 | 1.4382 | 1.4649 | 1.5558 | 1.6682 | 1.449 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Profitability (%) | 41.2791 | 43.0233 | 39.5349 | 41.2791 | 43.0233 | 39.5349 |
Ratio Avg Win / Avg Loss | 2.0646 | 1.9047 | 2.2404 | 2.2132 | 2.2093 | 2.2162 |
Largest Winning Trade | 32458 | 32458 | 17541 | 39486 | 39486 | 21929 |
Largest Losing Trade | -11254 | -9492 | -11254 | -12494 | -10968 | -12494 |
Avg Bars in Trades | 143 | 143 | 143 | 143 | 143 | 143 |
Avg Bars in Winners | 223 | 216 | 230 | 223 | 216 | 230 |
Avg Bars in Losers | 87 | 88 | 86 | 87 | 88 | 86 |
Bars Traded | 24686 | 12360 | 12326 | 24686 | 12360 | 12326 |
Profit Streak | 0 | 0 | 5.4108 | 0 | 0 | 5.4108 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306033 | 193550 | 181622 | 294312 | 252327 | 171755 |
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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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