Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91028.3794 | 60767.0439 | 30261.3355 | 102891.6975 | 73300.0038 | 29591.6937 |
Total P&L (%) | 91.0284 | 60.767 | 30.2613 | 102.8917 | 73.3 | 29.5917 |
Avg Daily Profit (%) | 1.0486 | 0.7 | 0.3486 | 0.8183 | 0.6354 | 0.2991 |
Buy And Hold Return (%) | 10.547 | 10.547 | 10.547 | 10.547 | 10.547 | 10.547 |
Max Trade Drawdown | -38611 | -25114 | -19046 | -38380 | -25892 | -23976 |
Profit Factor | 1.5629 | 1.8071 | 1.3502 | 1.5228 | 1.8266 | 1.2736 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Profitability (%) | 36.1582 | 38.6364 | 33.7079 | 36.1582 | 38.6364 | 33.7079 |
Ratio Avg Win / Avg Loss | 2.7596 | 2.87 | 2.6554 | 2.6886 | 2.901 | 2.5048 |
Largest Winning Trade | 39577 | 39577 | 38834 | 54875 | 43468 | 54875 |
Largest Losing Trade | -7888 | -5990 | -7888 | -18905 | -13223 | -18905 |
Avg Bars in Trades | 137 | 134 | 139 | 137 | 134 | 139 |
Avg Bars in Winners | 264 | 256 | 273 | 264 | 256 | 273 |
Avg Bars in Losers | 65 | 58 | 71 | 65 | 58 | 71 |
Bars Traded | 24292 | 11878 | 12414 | 24292 | 11878 | 12414 |
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 | 337116 | 281235 | -1433 | 321083 | 291236 | -2381 |
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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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