Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188058.9857 | 142030.6959 | 46028.2898 | 103236.8057 | 18099.3955 | 85137.4102 |
Total P&L (%) | 188.059 | 142.0307 | 46.0283 | 103.2368 | 18.0994 | 85.1374 |
Avg Daily Profit (%) | 0.3611 | 0.2727 | 0.0884 | 0.1363 | 0.0319 | 0.1183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74481 | -54274 | -54602 | -198777 | -130445 | -90697 |
Profit Factor | 1.4076 | 1.6309 | 1.1948 | 1.1259 | 1.0439 | 1.2089 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 51.0067 | 50.6667 | 51.3514 | 51.0067 | 50.6667 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.352 | 1.588 | 1.1319 | 1.0815 | 1.0164 | 1.1452 |
Largest Winning Trade | 113643 | 113643 | 25886 | 95733 | 95733 | 46927 |
Largest Losing Trade | -25716 | -16209 | -25716 | -63699 | -42257 | -63699 |
Avg Bars in Trades | 162 | 154 | 170 | 162 | 154 | 170 |
Avg Bars in Winners | 214 | 191 | 237 | 214 | 191 | 237 |
Avg Bars in Losers | 109 | 117 | 100 | 109 | 117 | 100 |
Bars Traded | 24267 | 11624 | 12643 | 24267 | 11624 | 12643 |
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 | 349020 | -46110 | -147755 | -93160 | -388024 | -100359 |
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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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