Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185549.5345 | 89840.3487 | 95709.1858 | 276511.4982 | 145621.8338 | 130889.6644 |
Total P&L (%) | 185.5495 | 89.8403 | 95.7092 | 276.5115 | 145.6218 | 130.8897 |
Avg Daily Profit (%) | 0.3563 | 0.1725 | 0.1838 | 0.2549 | 0.1727 | 0.1608 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29875 | -25918 | -36224 | -73428 | -56365 | -79046 |
Profit Factor | 1.4678 | 1.4618 | 1.4736 | 1.4922 | 1.5554 | 1.4369 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 101 | 46 | 55 | 101 | 46 | 55 |
Losing Trades | 72 | 41 | 31 | 72 | 41 | 31 |
Profitability (%) | 58.3815 | 52.8736 | 63.9535 | 58.3815 | 52.8736 | 63.9535 |
Ratio Avg Win / Avg Loss | 1.0464 | 1.3029 | 0.8306 | 1.0638 | 1.3863 | 0.8099 |
Largest Winning Trade | 26829 | 22453 | 26829 | 39963 | 31428 | 39963 |
Largest Losing Trade | -30342 | -30342 | -20205 | -31834 | -30342 | -31834 |
Avg Bars in Trades | 143 | 151 | 134 | 143 | 151 | 134 |
Avg Bars in Winners | 124 | 125 | 123 | 124 | 125 | 123 |
Avg Bars in Losers | 169 | 181 | 154 | 169 | 181 | 154 |
Bars Traded | 24785 | 13200 | 11585 | 24785 | 13200 | 11585 |
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 | 413635 | 285867 | 293547 | 387807 | 306518 | 278404 |
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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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