Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101870.1794 | 57463.7799 | 44406.3994 | 95824.7299 | 47688.0024 | 48136.7275 |
Total P&L (%) | 101.8702 | 57.4638 | 44.4064 | 95.8247 | 47.688 | 48.1367 |
Avg Daily Profit (%) | 0.3912 | 0.2207 | 0.1705 | 0.2584 | 0.1498 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50103 | -36723 | -47541 | -156624 | -108075 | -124192 |
Profit Factor | 1.3191 | 1.306 | 1.3377 | 1.1356 | 1.115 | 1.1648 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 86 | 37 | 49 | 86 | 37 | 49 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 48.8636 | 42.0455 | 55.6818 | 48.8636 | 42.0455 | 55.6818 |
Ratio Avg Win / Avg Loss | 1.3804 | 1.8002 | 1.0647 | 1.1884 | 1.5369 | 0.9271 |
Largest Winning Trade | 45997 | 45997 | 14694 | 99885 | 99885 | 25531 |
Largest Losing Trade | -16096 | -16096 | -11633 | -31238 | -26936 | -31238 |
Avg Bars in Trades | 140 | 148 | 132 | 140 | 148 | 132 |
Avg Bars in Winners | 146 | 139 | 150 | 146 | 139 | 150 |
Avg Bars in Losers | 134 | 153 | 109 | 134 | 153 | 109 |
Bars Traded | 24691 | 13027 | 11663 | 24691 | 13027 | 11663 |
Profit Streak | 0 | 7.6475 | 0 | 0 | 7.6475 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307429 | 162886 | 175489 | -64200 | -91142 | -36230 |
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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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