Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146815.1755 | 87593.5307 | 59221.6449 | 164796.3068 | 98256.8693 | 66539.4375 |
Total P&L (%) | 146.8152 | 87.5935 | 59.2216 | 164.7963 | 98.2569 | 66.5394 |
Avg Daily Profit (%) | 0.2819 | 0.1682 | 0.1137 | 0.1871 | 0.1315 | 0.098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73888 | -45666 | -40469 | -71378 | -56854 | -41388 |
Profit Factor | 1.3607 | 1.4522 | 1.2776 | 1.3713 | 1.4857 | 1.2755 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 92 | 47 | 45 | 92 | 47 | 45 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 52.8736 | 54.023 | 51.7241 | 52.8736 | 54.023 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.2128 | 1.2359 | 1.1925 | 1.2222 | 1.2644 | 1.1905 |
Largest Winning Trade | 23563 | 23563 | 23092 | 28845 | 28845 | 25209 |
Largest Losing Trade | -32013 | -32013 | -20212 | -39911 | -29747 | -39911 |
Avg Bars in Trades | 141 | 154 | 129 | 141 | 154 | 129 |
Avg Bars in Winners | 130 | 131 | 128 | 130 | 131 | 128 |
Avg Bars in Losers | 154 | 180 | 130 | 154 | 180 | 130 |
Bars Traded | 24670 | 13407 | 11263 | 24670 | 13407 | 11263 |
Profit Streak | 0 | 36.6871 | 0 | 0 | 36.6871 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341674 | 345296 | -42636 | 314846 | -15038 | -63129 |
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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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