Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130158.3673 | 78791.8862 | 51366.4811 | 124890.0517 | 66411.3875 | 58478.6642 |
Total P&L (%) | 130.1584 | 78.7919 | 51.3665 | 124.8901 | 66.4114 | 58.4787 |
Avg Daily Profit (%) | 0.2499 | 0.1513 | 0.0986 | 0.1557 | 0.0978 | 0.0884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52968 | -47651 | -55337 | -107745 | -110131 | -72519 |
Profit Factor | 1.3038 | 1.3539 | 1.2496 | 1.1759 | 1.1772 | 1.1746 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 50.8671 | 50 | 51.7241 | 50.8671 | 50 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.2594 | 1.3539 | 1.1663 | 1.1359 | 1.1772 | 1.0963 |
Largest Winning Trade | 21756 | 21756 | 16339 | 29780 | 29780 | 29388 |
Largest Losing Trade | -26739 | -18699 | -26739 | -39636 | -39141 | -39636 |
Avg Bars in Trades | 142 | 155 | 129 | 142 | 155 | 129 |
Avg Bars in Winners | 156 | 173 | 141 | 156 | 173 | 141 |
Avg Bars in Losers | 127 | 137 | 116 | 127 | 137 | 116 |
Bars Traded | 24634 | 13368 | 11266 | 24634 | 13368 | 11266 |
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 | 309760 | 242105 | -63440 | -19293 | -89151 | -104784 |
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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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