Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166676.2652 | 94442.9131 | 72233.3521 | 236661.6847 | 167812.0933 | 68849.5914 |
Total P&L (%) | 166.6763 | 94.4429 | 72.2334 | 236.6617 | 167.8121 | 68.8496 |
Avg Daily Profit (%) | 0.32 | 0.1813 | 0.1387 | 0.2333 | 0.1893 | 0.1006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40760 | -36659 | -37068 | -136543 | -59638 | -149191 |
Profit Factor | 1.4615 | 1.5068 | 1.4132 | 1.3063 | 1.4421 | 1.1751 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 51.7986 | 53.6232 | 50 | 51.7986 | 53.6232 | 50 |
Ratio Avg Win / Avg Loss | 1.36 | 1.3032 | 1.4132 | 1.2155 | 1.2472 | 1.1751 |
Largest Winning Trade | 23783 | 23783 | 20046 | 55719 | 55719 | 44298 |
Largest Losing Trade | -18656 | -18656 | -14519 | -66781 | -42408 | -66781 |
Avg Bars in Trades | 176 | 177 | 175 | 176 | 177 | 175 |
Avg Bars in Winners | 167 | 157 | 178 | 167 | 157 | 178 |
Avg Bars in Losers | 186 | 201 | 173 | 186 | 201 | 173 |
Bars Traded | 24574 | 12260 | 12314 | 24574 | 12260 | 12314 |
Profit Streak | 0 | 17.7845 | 0 | 0 | 17.7845 | 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 | 350998 | -91903 | -102139 | 290177 | -92230 | -181657 |
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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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