Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146557.3664 | 72312.8528 | 74244.5135 | 242069.6414 | 170870.3549 | 71199.2865 |
Total P&L (%) | 146.5574 | 72.3129 | 74.2445 | 242.0696 | 170.8704 | 71.1993 |
Avg Daily Profit (%) | 0.5628 | 0.2777 | 0.2851 | 0.4734 | 0.3834 | 0.2067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30795 | -22508 | -25897 | -119822 | -75695 | -100817 |
Profit Factor | 1.6005 | 1.5756 | 1.6269 | 1.3687 | 1.5388 | 1.2098 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 50.2959 | 51.1905 | 49.4118 | 50.2959 | 51.1905 | 49.4118 |
Ratio Avg Win / Avg Loss | 1.5816 | 1.5023 | 1.6656 | 1.3526 | 1.4672 | 1.2386 |
Largest Winning Trade | 20693 | 15591 | 20693 | 49060 | 45298 | 49060 |
Largest Losing Trade | -14754 | -14754 | -13564 | -50535 | -29456 | -50535 |
Avg Bars in Trades | 143 | 136 | 149 | 143 | 136 | 149 |
Avg Bars in Winners | 172 | 158 | 186 | 172 | 158 | 186 |
Avg Bars in Losers | 113 | 114 | 112 | 113 | 114 | 112 |
Bars Traded | 24167 | 11487 | 12680 | 24167 | 11487 | 12680 |
Profit Streak | 0 | 4.8836 | 0 | 0 | 4.8836 | 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 | 478045 | 367249 | 341192 | 359614 | 351665 | 189342 |
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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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