Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168301.5634 | 101995.0573 | 66306.5061 | 234989.4267 | 146836.0663 | 88153.3604 |
Total P&L (%) | 168.3016 | 101.9951 | 66.3065 | 234.9894 | 146.8361 | 88.1534 |
Avg Daily Profit (%) | 0.3231 | 0.1958 | 0.1273 | 0.2324 | 0.1736 | 0.1214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48921 | -45846 | -28103 | -128236 | -120893 | -95426 |
Profit Factor | 1.3871 | 1.4513 | 1.3177 | 1.2428 | 1.2813 | 1.1977 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 170 | 88 | 82 | 170 | 88 | 82 |
Profitability (%) | 42.5676 | 40.5405 | 44.5946 | 42.5676 | 40.5405 | 44.5946 |
Ratio Avg Win / Avg Loss | 1.8715 | 2.1286 | 1.6371 | 1.6768 | 1.8792 | 1.4881 |
Largest Winning Trade | 36140 | 36140 | 23168 | 63254 | 63254 | 51369 |
Largest Losing Trade | -11778 | -10766 | -11778 | -29077 | -29077 | -26635 |
Avg Bars in Trades | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Winners | 129 | 133 | 125 | 129 | 133 | 125 |
Avg Bars in Losers | 49 | 49 | 50 | 49 | 49 | 50 |
Bars Traded | 24757 | 12363 | 12394 | 24757 | 12363 | 12394 |
Profit Streak | 0 | 11.0949 | 0 | 0 | 11.0949 | 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 | 305639 | 213659 | -24837 | 245956 | 169412 | -36739 |
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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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