Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176962.3034 | 77712.3956 | 99249.9078 | 311881.2705 | 147584.0224 | 164297.2481 |
Total P&L (%) | 176.9623 | 77.7124 | 99.2499 | 311.8813 | 147.584 | 164.2972 |
Avg Daily Profit (%) | 0.6795 | 0.2984 | 0.3811 | 0.5451 | 0.3487 | 0.3739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27487 | -24929 | -17906 | -89812 | -69386 | -55062 |
Profit Factor | 1.6062 | 1.4127 | 1.9579 | 1.4465 | 1.3318 | 1.6478 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 38.0682 | 37.5 | 38.6364 | 38.0682 | 37.5 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.613 | 2.3544 | 3.1097 | 2.3533 | 2.2196 | 2.617 |
Largest Winning Trade | 34957 | 34957 | 28653 | 85381 | 67950 | 85381 |
Largest Losing Trade | -9277 | -9277 | -5616 | -23969 | -23969 | -19554 |
Avg Bars in Trades | 139 | 189 | 90 | 139 | 189 | 90 |
Avg Bars in Winners | 218 | 291 | 148 | 218 | 291 | 148 |
Avg Bars in Losers | 91 | 128 | 53 | 91 | 128 | 53 |
Bars Traded | 24614 | 16682 | 7932 | 24614 | 16682 | 7932 |
Profit Streak | 0 | 2.2396 | 0 | 0 | 2.2396 | 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 | 347255 | 68907 | 243162 | 271679 | 66591 | 219395 |
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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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