Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121435.5873 | 43128.0486 | 78307.5387 | 153471.9485 | 58340.4778 | 95131.4707 |
Total P&L (%) | 121.4356 | 43.128 | 78.3075 | 153.4719 | 58.3405 | 95.1315 |
Avg Daily Profit (%) | 0.4663 | 0.1656 | 0.3007 | 0.3578 | 0.1766 | 0.257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37103 | -22547 | -27019 | -77469 | -38639 | -71635 |
Profit Factor | 1.4489 | 1.3407 | 1.544 | 1.2833 | 1.2296 | 1.3307 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 44.8718 | 41.0256 | 48.7179 | 44.8718 | 41.0256 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.78 | 1.9273 | 1.6252 | 1.5766 | 1.7675 | 1.4008 |
Largest Winning Trade | 29228 | 29228 | 25087 | 50585 | 50585 | 34362 |
Largest Losing Trade | -9407 | -5638 | -9407 | -23857 | -15743 | -23857 |
Avg Bars in Trades | 158 | 157 | 159 | 158 | 157 | 159 |
Avg Bars in Winners | 199 | 204 | 195 | 199 | 204 | 195 |
Avg Bars in Losers | 124 | 123 | 125 | 124 | 123 | 125 |
Bars Traded | 24715 | 12246 | 12469 | 24715 | 12246 | 12469 |
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 | 339464 | -32516 | -25184 | 269642 | -31935 | -27972 |
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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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