Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103537.3025 | 56772.7188 | 46764.5837 | 122841.6324 | 99323.1462 | 23518.4862 |
Total P&L (%) | 103.5373 | 56.7727 | 46.7646 | 122.8416 | 99.3231 | 23.5185 |
Avg Daily Profit (%) | 0.3976 | 0.218 | 0.1796 | 0.3082 | 0.2652 | 0.0811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81193 | -32765 | -48428 | -117869 | -49327 | -68541 |
Profit Factor | 1.3783 | 1.4961 | 1.2937 | 1.291 | 1.636 | 1.0884 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 55.3571 | 57.1429 | 53.5714 | 55.3571 | 57.1429 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.1116 | 1.1221 | 1.1212 | 1.0411 | 1.227 | 0.9433 |
Largest Winning Trade | 16414 | 10082 | 16414 | 26851 | 17766 | 26851 |
Largest Losing Trade | -15929 | -15048 | -15929 | -44903 | -22214 | -44903 |
Avg Bars in Trades | 146 | 147 | 145 | 146 | 147 | 145 |
Avg Bars in Winners | 146 | 150 | 141 | 146 | 150 | 141 |
Avg Bars in Losers | 146 | 142 | 149 | 146 | 142 | 149 |
Bars Traded | 24555 | 12352 | 12203 | 24555 | 12352 | 12203 |
Profit Streak | 0 | 19.4146 | 0 | 0 | 19.4146 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361845 | 321954 | 165920 | 315124 | 393579 | -215343 |
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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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