Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88713.4734 | 27082.6129 | 61630.8605 | 83255.8285 | 21076.2919 | 62179.5366 |
Total P&L (%) | 88.7135 | 27.0826 | 61.6309 | 83.2558 | 21.0763 | 62.1795 |
Avg Daily Profit (%) | 0.3407 | 0.104 | 0.2367 | 0.2329 | 0.0735 | 0.1858 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56703 | -37300 | -40420 | -68646 | -48481 | -48798 |
Profit Factor | 1.3029 | 1.1762 | 1.443 | 1.2309 | 1.1107 | 1.3653 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 52.3529 | 52.9412 | 51.7647 | 52.3529 | 52.9412 | 51.7647 |
Ratio Avg Win / Avg Loss | 1.1858 | 1.0455 | 1.3446 | 1.1202 | 0.9873 | 1.2723 |
Largest Winning Trade | 15416 | 14976 | 15416 | 21003 | 21003 | 17134 |
Largest Losing Trade | -23265 | -18436 | -23265 | -35027 | -20302 | -35027 |
Avg Bars in Trades | 144 | 155 | 133 | 144 | 155 | 133 |
Avg Bars in Winners | 146 | 142 | 151 | 146 | 142 | 151 |
Avg Bars in Losers | 142 | 170 | 114 | 142 | 170 | 114 |
Bars Traded | 24601 | 13255 | 11345 | 24601 | 13255 | 11345 |
Profit Streak | 0 | 0 | 18.8567 | 0 | 0 | 18.8567 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314099 | -85586 | 302784 | 265082 | -202798 | 271391 |
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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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