Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162283.9217 | 77862.2452 | 84421.6765 | 141687.5933 | 38974.63 | 102712.9633 |
Total P&L (%) | 162.2839 | 77.8622 | 84.4217 | 141.6876 | 38.9746 | 102.713 |
Avg Daily Profit (%) | 0.3116 | 0.1495 | 0.1621 | 0.1696 | 0.0632 | 0.1358 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85458 | -63120 | -46034 | -228990 | -136110 | -99195 |
Profit Factor | 1.3413 | 1.3086 | 1.3782 | 1.1859 | 1.095 | 1.2919 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 182 | 95 | 87 | 182 | 95 | 87 |
Losing Trades | 160 | 76 | 84 | 160 | 76 | 84 |
Profitability (%) | 53.2164 | 55.5556 | 50.8772 | 53.2164 | 55.5556 | 50.8772 |
Ratio Avg Win / Avg Loss | 1.1791 | 1.0469 | 1.3307 | 1.0425 | 0.876 | 1.2473 |
Largest Winning Trade | 84277 | 84277 | 35423 | 46398 | 46398 | 41583 |
Largest Losing Trade | -25766 | -21193 | -25766 | -45415 | -45415 | -40386 |
Avg Bars in Trades | 72 | 73 | 70 | 72 | 73 | 70 |
Avg Bars in Winners | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Losers | 86 | 88 | 83 | 86 | 88 | 83 |
Bars Traded | 24652 | 12625 | 12027 | 24652 | 12625 | 12027 |
Profit Streak | 0 | 0 | 16.016 | 0 | 0 | 16.016 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379700 | 257384 | 317299 | -7047 | -228048 | -10798 |
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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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