Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81999.6309 | 38896.7325 | 43102.8984 | 95393.5603 | 43953.8011 | 51439.7592 |
Total P&L (%) | 81.9996 | 38.8967 | 43.1029 | 95.3936 | 43.9538 | 51.4398 |
Avg Daily Profit (%) | 0.3149 | 0.1494 | 0.1655 | 0.2575 | 0.14 | 0.1595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26998 | -27079 | -20520 | -42434 | -32654 | -29984 |
Profit Factor | 1.3539 | 1.3153 | 1.3978 | 1.3106 | 1.2661 | 1.3624 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 145 | 75 | 70 | 145 | 75 | 70 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 69.7115 | 72.1154 | 67.3077 | 69.7115 | 72.1154 | 67.3077 |
Ratio Avg Win / Avg Loss | 0.5882 | 0.5086 | 0.679 | 0.5694 | 0.4895 | 0.6617 |
Largest Winning Trade | 10929 | 10929 | 7947 | 13586 | 13586 | 8283 |
Largest Losing Trade | -16379 | -16379 | -12972 | -17389 | -15201 | -17389 |
Avg Bars in Trades | 117 | 111 | 123 | 117 | 111 | 123 |
Avg Bars in Winners | 71 | 69 | 73 | 71 | 69 | 73 |
Avg Bars in Losers | 223 | 220 | 226 | 223 | 220 | 226 |
Bars Traded | 24494 | 11626 | 12868 | 24494 | 11626 | 12868 |
Profit Streak | 0 | 4.168 | 0 | 0 | 4.168 | 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 | 345522 | 141896 | 188775 | 318356 | -8397 | 204645 |
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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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