Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107090.4157 | 51729.0104 | 55361.4053 | 150845.1193 | 69658.9303 | 81186.189 |
Total P&L (%) | 107.0904 | 51.729 | 55.3614 | 150.8451 | 69.6589 | 81.1862 |
Avg Daily Profit (%) | 0.4112 | 0.1986 | 0.2126 | 0.3538 | 0.2032 | 0.2285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31760 | -22641 | -17669 | -28348 | -28426 | -22449 |
Profit Factor | 1.5376 | 1.4567 | 1.6444 | 1.5639 | 1.4599 | 1.6995 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 69.0476 | 71.4286 | 66.6667 | 69.0476 | 71.4286 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6893 | 0.5827 | 0.8222 | 0.701 | 0.584 | 0.8498 |
Largest Winning Trade | 10649 | 10649 | 6954 | 17202 | 17202 | 11108 |
Largest Losing Trade | -18543 | -18543 | -10533 | -21183 | -15708 | -21183 |
Avg Bars in Trades | 145 | 145 | 146 | 145 | 145 | 146 |
Avg Bars in Winners | 103 | 107 | 98 | 103 | 107 | 98 |
Avg Bars in Losers | 239 | 239 | 240 | 239 | 239 | 240 |
Bars Traded | 24479 | 12212 | 12267 | 24479 | 12212 | 12267 |
Profit Streak | 0 | 4.2193 | 0 | 0 | 4.2193 | 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 | 404982 | 254920 | 280882 | 393073 | 300063 | 324740 |
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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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