Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166141.7612 | 2903.1313 | 163238.6299 | 38116.7637 | 9017.8564 | 29098.9072 |
Total P&L (%) | 166.1418 | 2.9031 | 163.2386 | 38.1168 | 9.0179 | 29.0989 |
Avg Daily Profit (%) | 0.1616 | 0.0028 | 0.1588 | 0.0314 | 0.0084 | 0.0248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119456 | -103745 | -68970 | -154339 | -126858 | -105441 |
Profit Factor | 1.2219 | 1.0072 | 1.4752 | 1.0523 | 1.025 | 1.0792 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 48.9583 | 44.7917 | 53.125 | 48.9583 | 44.7917 | 53.125 |
Ratio Avg Win / Avg Loss | 1.2739 | 1.2414 | 1.3016 | 1.0971 | 1.2634 | 0.9522 |
Largest Winning Trade | 42633 | 30211 | 42633 | 42633 | 41910 | 42633 |
Largest Losing Trade | -30703 | -30703 | -29979 | -59395 | -48504 | -59395 |
Avg Bars in Trades | 126 | 96 | 156 | 126 | 96 | 156 |
Avg Bars in Winners | 134 | 103 | 161 | 134 | 103 | 161 |
Avg Bars in Losers | 118 | 91 | 151 | 118 | 91 | 151 |
Bars Traded | 24307 | 9276 | 15031 | 24307 | 9276 | 15031 |
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 | 269983 | -569790 | 307090 | -315678 | -542750 | -297877 |
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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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