Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199244.2728 | 116140.5726 | 83103.7003 | 361712.5216 | 243538.9825 | 118173.539 |
Total P&L (%) | 199.2443 | 116.1406 | 83.1037 | 361.7125 | 243.539 | 118.1735 |
Avg Daily Profit (%) | 0.3826 | 0.223 | 0.1596 | 0.2942 | 0.2372 | 0.1499 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57288 | -65709 | -16489 | -151664 | -170054 | -55571 |
Profit Factor | 1.5591 | 1.6167 | 1.4945 | 1.4225 | 1.5472 | 1.2875 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 43.787 | 44.0476 | 43.5294 | 43.787 | 44.0476 | 43.5294 |
Ratio Avg Win / Avg Loss | 2.0015 | 2.0537 | 1.9387 | 1.8262 | 1.9653 | 1.6702 |
Largest Winning Trade | 36529 | 36529 | 21868 | 72469 | 72469 | 53190 |
Largest Losing Trade | -12403 | -11343 | -12403 | -31375 | -31375 | -28272 |
Avg Bars in Trades | 146 | 141 | 151 | 146 | 141 | 151 |
Avg Bars in Winners | 229 | 220 | 238 | 229 | 220 | 238 |
Avg Bars in Losers | 82 | 79 | 84 | 82 | 79 | 84 |
Bars Traded | 24768 | 11890 | 12877 | 24768 | 11890 | 12877 |
Profit Streak | 0 | 16.5825 | 0 | 0 | 16.5825 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354948 | 314414 | 224886 | 297702 | 306011 | 171419 |
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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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