Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115689.2369 | 47296.3306 | 68392.9063 | 153950.1009 | 71447.398 | 82502.703 |
Total P&L (%) | 115.6892 | 47.2963 | 68.3929 | 153.9501 | 71.4474 | 82.5027 |
Avg Daily Profit (%) | 0.4442 | 0.1816 | 0.2626 | 0.3585 | 0.2072 | 0.2313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57571 | -33543 | -33023 | -140706 | -90135 | -71079 |
Profit Factor | 1.4414 | 1.3049 | 1.6392 | 1.299 | 1.2405 | 1.3789 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 60.1124 | 61.7978 | 58.427 | 60.1124 | 61.7978 | 58.427 |
Ratio Avg Win / Avg Loss | 0.9564 | 0.8067 | 1.1664 | 0.8619 | 0.7668 | 0.9811 |
Largest Winning Trade | 14991 | 14991 | 13435 | 29891 | 29891 | 22544 |
Largest Losing Trade | -19013 | -19013 | -15764 | -45274 | -31101 | -45274 |
Avg Bars in Trades | 134 | 147 | 120 | 134 | 147 | 120 |
Avg Bars in Winners | 87 | 75 | 99 | 87 | 75 | 99 |
Avg Bars in Losers | 205 | 265 | 150 | 205 | 265 | 150 |
Bars Traded | 23908 | 13160 | 10748 | 23908 | 13160 | 10748 |
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 | 354140 | 159575 | 339216 | 296442 | 209932 | 222054 |
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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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