Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202875.8148 | 107859.3349 | 95016.4799 | 352927.3706 | 187967.8216 | 164959.5491 |
Total P&L (%) | 202.8758 | 107.8593 | 95.0165 | 352.9274 | 187.9678 | 164.9595 |
Avg Daily Profit (%) | 0.3895 | 0.2071 | 0.1824 | 0.2905 | 0.2033 | 0.1873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49291 | -57485 | -28472 | -160390 | -180300 | -151440 |
Profit Factor | 1.5148 | 1.4879 | 1.5492 | 1.3222 | 1.3165 | 1.329 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 47.619 | 45.2381 | 50 | 47.619 | 45.2381 | 50 |
Ratio Avg Win / Avg Loss | 1.6663 | 1.8011 | 1.5492 | 1.4545 | 1.5937 | 1.329 |
Largest Winning Trade | 36929 | 36929 | 22870 | 105388 | 105388 | 78008 |
Largest Losing Trade | -14580 | -14580 | -11866 | -39469 | -39469 | -32943 |
Avg Bars in Trades | 145 | 151 | 140 | 145 | 151 | 140 |
Avg Bars in Winners | 189 | 196 | 183 | 189 | 196 | 183 |
Avg Bars in Losers | 106 | 114 | 97 | 106 | 114 | 97 |
Bars Traded | 24523 | 12736 | 11787 | 24523 | 12736 | 11787 |
Profit Streak | 0 | 8.5622 | 0 | 0 | 8.5622 | 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 | 400819 | 286036 | 334467 | 287971 | 247167 | 247506 |
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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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