Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121576.1627 | 71875.5075 | 49700.6552 | 169755.6214 | 116801.5052 | 52954.1163 |
Total P&L (%) | 121.5762 | 71.8755 | 49.7007 | 169.7556 | 116.8015 | 52.9541 |
Avg Daily Profit (%) | 0.8752 | 0.5174 | 0.3578 | 0.7169 | 0.5586 | 0.3064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61989 | -19287 | -52238 | -109476 | -36924 | -89425 |
Profit Factor | 1.3564 | 1.4716 | 1.2634 | 1.3153 | 1.5027 | 1.173 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Profitability (%) | 46.0432 | 45.3237 | 46.7626 | 46.0432 | 45.3237 | 46.7626 |
Ratio Avg Win / Avg Loss | 1.5896 | 1.7753 | 1.4383 | 1.5414 | 1.8128 | 1.3355 |
Largest Winning Trade | 20661 | 20661 | 14525 | 41305 | 41305 | 20162 |
Largest Losing Trade | -16343 | -7768 | -16343 | -24988 | -10605 | -24988 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Losers | 32 | 31 | 34 | 32 | 31 | 34 |
Bars Traded | 13154 | 6478 | 6677 | 13154 | 6478 | 6677 |
Profit Streak | 0 | 125.9694 | 0 | 0 | 125.9694 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449590 | 336918 | 152781 | 412634 | 356426 | -26010 |
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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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