Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109742.4377 | 37881.4169 | 71861.0208 | 109217.1906 | 59764.5517 | 49452.6388 |
Total P&L (%) | 109.7424 | 37.8814 | 71.861 | 109.2172 | 59.7646 | 49.4526 |
Avg Daily Profit (%) | 0.4214 | 0.1455 | 0.2759 | 0.2839 | 0.1801 | 0.1544 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31709 | -20714 | -30816 | -59177 | -36262 | -54663 |
Profit Factor | 1.3008 | 1.2454 | 1.3414 | 1.2008 | 1.2695 | 1.1536 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Losing Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Profitability (%) | 48.0226 | 49.4382 | 46.5909 | 48.0226 | 49.4382 | 46.5909 |
Ratio Avg Win / Avg Loss | 1.4079 | 1.2737 | 1.5377 | 1.2997 | 1.2983 | 1.3224 |
Largest Winning Trade | 30222 | 27230 | 30222 | 32354 | 32354 | 24687 |
Largest Losing Trade | -18061 | -10282 | -18061 | -27304 | -16240 | -27304 |
Avg Bars in Trades | 138 | 142 | 135 | 138 | 142 | 135 |
Avg Bars in Winners | 171 | 173 | 168 | 171 | 173 | 168 |
Avg Bars in Losers | 109 | 112 | 106 | 109 | 112 | 106 |
Bars Traded | 24588 | 12679 | 11909 | 24588 | 12679 | 11909 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301125 | -3446 | 240416 | 236814 | 170472 | -48808 |
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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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