Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236163.5272 | 143766.0326 | 92397.4946 | 518322.4859 | 413039.0987 | 105283.3872 |
Total P&L (%) | 236.1635 | 143.766 | 92.3975 | 518.3225 | 413.0391 | 105.2834 |
Avg Daily Profit (%) | 0.4534 | 0.276 | 0.1774 | 0.3504 | 0.3145 | 0.1382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51459 | -58281 | -56524 | -220391 | -196893 | -211150 |
Profit Factor | 1.5283 | 1.6179 | 1.431 | 1.3416 | 1.5577 | 1.1355 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 47.3958 | 43.75 | 51.0417 | 47.3958 | 43.75 | 51.0417 |
Ratio Avg Win / Avg Loss | 1.6962 | 2.0801 | 1.3726 | 1.489 | 2.0028 | 1.0892 |
Largest Winning Trade | 31880 | 31880 | 19184 | 96557 | 96557 | 79337 |
Largest Losing Trade | -13615 | -13087 | -13615 | -62956 | -51990 | -62956 |
Avg Bars in Trades | 129 | 135 | 122 | 129 | 135 | 122 |
Avg Bars in Winners | 163 | 168 | 159 | 163 | 168 | 159 |
Avg Bars in Losers | 98 | 109 | 85 | 98 | 109 | 85 |
Bars Traded | 24810 | 13015 | 11795 | 24810 | 13015 | 11795 |
Profit Streak | 0 | 17.1379 | 0 | 0 | 17.1379 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424835 | 342534 | 272904 | 327064 | 343812 | -80724 |
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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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