Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121881.0289 | 70599.8405 | 51281.1884 | 184499.6253 | 96688.3162 | 87811.3091 |
Total P&L (%) | 121.881 | 70.5998 | 51.2812 | 184.4996 | 96.6883 | 87.8113 |
Avg Daily Profit (%) | 0.468 | 0.2711 | 0.1969 | 0.4023 | 0.2601 | 0.2423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35440 | -17002 | -20726 | -36660 | -24653 | -23958 |
Profit Factor | 1.6557 | 1.772 | 1.543 | 1.7562 | 1.7625 | 1.7495 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 74.3056 | 72.2222 | 76.3889 | 74.3056 | 72.2222 | 76.3889 |
Ratio Avg Win / Avg Loss | 0.5725 | 0.6815 | 0.4769 | 0.6073 | 0.6779 | 0.5407 |
Largest Winning Trade | 10870 | 10870 | 9593 | 18382 | 18382 | 11736 |
Largest Losing Trade | -23237 | -16172 | -23237 | -23237 | -21487 | -23237 |
Avg Bars in Trades | 170 | 169 | 171 | 170 | 169 | 171 |
Avg Bars in Winners | 113 | 111 | 115 | 113 | 111 | 115 |
Avg Bars in Losers | 334 | 319 | 352 | 334 | 319 | 352 |
Bars Traded | 24494 | 12174 | 12320 | 24494 | 12174 | 12320 |
Profit Streak | 0 | 0 | 13.8969 | 0 | 0 | 13.8969 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446620 | -68883 | -69347 | 433383 | -68996 | -67074 |
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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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