Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330660.2105 | 214049.3162 | 116610.8943 | 468786.2695 | 251538.5833 | 217247.6862 |
Total P&L (%) | 330.6602 | 214.0493 | 116.6109 | 468.7863 | 251.5386 | 217.2477 |
Avg Daily Profit (%) | 0.3174 | 0.2055 | 0.112 | 0.167 | 0.1208 | 0.1109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105954 | -56831 | -101807 | -99184 | -110794 | -96591 |
Profit Factor | 1.5839 | 1.8002 | 1.3903 | 1.7439 | 1.7801 | 1.706 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 65.3409 | 61.3636 | 69.3182 | 65.3409 | 61.3636 | 69.3182 |
Ratio Avg Win / Avg Loss | 0.8402 | 1.1334 | 0.6154 | 0.925 | 1.1208 | 0.7551 |
Largest Winning Trade | 28610 | 28610 | 19196 | 77677 | 77677 | 38102 |
Largest Losing Trade | -68311 | -35781 | -68311 | -83108 | -83108 | -60599 |
Avg Bars in Trades | 138 | 137 | 139 | 138 | 137 | 139 |
Avg Bars in Winners | 105 | 96 | 112 | 105 | 96 | 112 |
Avg Bars in Losers | 201 | 202 | 199 | 201 | 202 | 199 |
Bars Traded | 24347 | 12086 | 12261 | 24347 | 12086 | 12261 |
Profit Streak | 0 | 32.0448 | 0 | 0 | 32.0448 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420746 | 446437 | -42106 | 388005 | -27092 | -42021 |
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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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