Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170600.6875 | 82817.5552 | 87783.1322 | 263398.9245 | 174388.8572 | 89010.0673 |
Total P&L (%) | 170.6007 | 82.8176 | 87.7831 | 263.3989 | 174.3889 | 89.0101 |
Avg Daily Profit (%) | 0.6551 | 0.318 | 0.3371 | 0.4967 | 0.3883 | 0.2448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52586 | -45610 | -28753 | -203268 | -123757 | -122775 |
Profit Factor | 1.3775 | 1.3606 | 1.3951 | 1.2904 | 1.384 | 1.1966 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 124 | 65 | 59 | 124 | 65 | 59 |
Losing Trades | 200 | 97 | 103 | 200 | 97 | 103 |
Profitability (%) | 38.2716 | 40.1235 | 36.4198 | 38.2716 | 40.1235 | 36.4198 |
Ratio Avg Win / Avg Loss | 2.2218 | 2.0304 | 2.4354 | 2.0813 | 2.0653 | 2.089 |
Largest Winning Trade | 33026 | 22358 | 33026 | 66312 | 66312 | 47423 |
Largest Losing Trade | -14224 | -11733 | -14224 | -70910 | -22738 | -70910 |
Avg Bars in Trades | 76 | 81 | 71 | 76 | 81 | 71 |
Avg Bars in Winners | 128 | 131 | 124 | 128 | 131 | 124 |
Avg Bars in Losers | 44 | 47 | 41 | 44 | 47 | 41 |
Bars Traded | 24735 | 13130 | 11605 | 24735 | 13130 | 11605 |
Profit Streak | 0 | 3.5604 | 0 | 0 | 3.5604 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321022 | 166533 | 150662 | 253122 | 193317 | -1550 |
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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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