Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121959.3806 | 44452.8924 | 77506.4882 | 152989.4841 | 73495.716 | 79493.7681 |
Total P&L (%) | 121.9594 | 44.4529 | 77.5065 | 152.9895 | 73.4957 | 79.4938 |
Avg Daily Profit (%) | 0.4683 | 0.1707 | 0.2976 | 0.3571 | 0.2118 | 0.2249 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39496 | -58637 | -31408 | -41556 | -51535 | -27627 |
Profit Factor | 1.379 | 1.2954 | 1.4524 | 1.475 | 1.5156 | 1.4428 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Profitability (%) | 45.977 | 48.2759 | 43.6782 | 45.977 | 48.2759 | 43.6782 |
Ratio Avg Win / Avg Loss | 1.6203 | 1.3879 | 1.8728 | 1.7331 | 1.6238 | 1.8604 |
Largest Winning Trade | 24878 | 24878 | 21860 | 38594 | 38594 | 16692 |
Largest Losing Trade | -11842 | -11842 | -10628 | -13272 | -9670 | -13272 |
Avg Bars in Trades | 141 | 147 | 136 | 141 | 147 | 136 |
Avg Bars in Winners | 205 | 199 | 212 | 205 | 199 | 212 |
Avg Bars in Losers | 87 | 99 | 77 | 87 | 99 | 77 |
Bars Traded | 24697 | 12826 | 11870 | 24697 | 12826 | 11870 |
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 | 343560 | 115647 | 230619 | 330448 | 282484 | 206120 |
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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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