Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178269.2182 | 96898.5168 | 81370.7014 | 250808.7674 | 120574.2785 | 130234.4889 |
Total P&L (%) | 178.2692 | 96.8985 | 81.3707 | 250.8088 | 120.5743 | 130.2345 |
Avg Daily Profit (%) | 0.6845 | 0.3721 | 0.3125 | 0.4831 | 0.3042 | 0.3207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49643 | -57771 | -22666 | -76591 | -77390 | -42996 |
Profit Factor | 1.4917 | 1.495 | 1.4878 | 1.4005 | 1.3451 | 1.4703 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 46.8085 | 44.6809 | 48.9362 | 46.8085 | 44.6809 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.6951 | 1.851 | 1.5525 | 1.5914 | 1.6654 | 1.5343 |
Largest Winning Trade | 63088 | 63088 | 18644 | 124620 | 124620 | 53821 |
Largest Losing Trade | -18794 | -18794 | -14249 | -26792 | -26792 | -20492 |
Avg Bars in Trades | 131 | 124 | 138 | 131 | 124 | 138 |
Avg Bars in Winners | 179 | 165 | 193 | 179 | 165 | 193 |
Avg Bars in Losers | 89 | 91 | 86 | 89 | 91 | 86 |
Bars Traded | 24748 | 11697 | 13051 | 24748 | 11697 | 13051 |
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 | 449158 | 277608 | 317240 | 367112 | 223746 | 315955 |
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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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