Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150896.8441 | 63374.2442 | 87522.5999 | 209999.5348 | 111021.2065 | 98978.3283 |
Total P&L (%) | 150.8968 | 63.3742 | 87.5226 | 209.9995 | 111.0212 | 98.9783 |
Avg Daily Profit (%) | 0.5794 | 0.2434 | 0.3361 | 0.4354 | 0.2872 | 0.2645 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49079 | -29504 | -36974 | -102768 | -39266 | -74497 |
Profit Factor | 1.4932 | 1.511 | 1.4811 | 1.3926 | 1.5194 | 1.3082 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 46.1957 | 47.8261 | 44.5652 | 46.1957 | 47.8261 | 44.5652 |
Ratio Avg Win / Avg Loss | 1.7391 | 1.6483 | 1.8423 | 1.6219 | 1.6575 | 1.6272 |
Largest Winning Trade | 46595 | 25631 | 46595 | 84886 | 66873 | 84886 |
Largest Losing Trade | -11497 | -6683 | -11497 | -26452 | -14260 | -26452 |
Avg Bars in Trades | 132 | 73 | 191 | 132 | 73 | 191 |
Avg Bars in Winners | 181 | 86 | 283 | 181 | 86 | 283 |
Avg Bars in Losers | 90 | 60 | 118 | 90 | 60 | 118 |
Bars Traded | 24388 | 6735 | 17653 | 24388 | 6735 | 17653 |
Profit Streak | 0 | 4.5865 | 0 | 0 | 4.5865 | 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 | 407819 | 281264 | 261656 | 341360 | 312507 | 201602 |
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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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