Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175305.3451 | 106201.0217 | 69104.3234 | 247488.2425 | 214448.0995 | 33040.1431 |
Total P&L (%) | 175.3053 | 106.201 | 69.1043 | 247.4882 | 214.4481 | 33.0401 |
Avg Daily Profit (%) | 0.3366 | 0.2039 | 0.1327 | 0.2394 | 0.2202 | 0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44245 | -47421 | -45162 | -179663 | -142836 | -169978 |
Profit Factor | 1.3999 | 1.5598 | 1.2779 | 1.2069 | 1.4422 | 1.0465 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 46.2766 | 43.617 | 48.9362 | 46.2766 | 43.617 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.6251 | 2.0163 | 1.3334 | 1.4011 | 1.8644 | 1.092 |
Largest Winning Trade | 28191 | 28191 | 27457 | 72117 | 72117 | 71746 |
Largest Losing Trade | -17674 | -10359 | -17674 | -53945 | -28601 | -53945 |
Avg Bars in Trades | 131 | 101 | 162 | 131 | 101 | 162 |
Avg Bars in Winners | 179 | 142 | 213 | 179 | 142 | 213 |
Avg Bars in Losers | 90 | 69 | 113 | 90 | 69 | 113 |
Bars Traded | 24761 | 9504 | 15256 | 24761 | 9504 | 15256 |
Profit Streak | 0 | 13.0782 | 0 | 0 | 13.0782 | 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 | 344210 | 276853 | -17295 | 231869 | 256011 | -293246 |
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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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