Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90008.5083 | 46621.7775 | 43386.7308 | 83254.6606 | 32248.7472 | 51005.9134 |
Total P&L (%) | 90.0085 | 46.6218 | 43.3867 | 83.2547 | 32.2487 | 51.0059 |
Avg Daily Profit (%) | 0.3456 | 0.179 | 0.1666 | 0.2329 | 0.1074 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69072 | -70953 | -19304 | -76970 | -79790 | -17829 |
Profit Factor | 1.3183 | 1.2219 | 1.5975 | 1.2711 | 1.1402 | 1.6626 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 102 | 43 | 59 | 102 | 43 | 59 |
Losing Trades | 85 | 50 | 35 | 85 | 50 | 35 |
Profitability (%) | 54.5455 | 46.2366 | 62.766 | 54.5455 | 46.2366 | 62.766 |
Ratio Avg Win / Avg Loss | 1.0986 | 1.4208 | 0.9477 | 1.0593 | 1.3258 | 0.9863 |
Largest Winning Trade | 23986 | 23986 | 6969 | 30999 | 30999 | 10625 |
Largest Losing Trade | -19795 | -19795 | -8047 | -25096 | -25096 | -9174 |
Avg Bars in Trades | 131 | 225 | 38 | 131 | 225 | 38 |
Avg Bars in Winners | 93 | 181 | 29 | 93 | 181 | 29 |
Avg Bars in Losers | 176 | 263 | 52 | 176 | 263 | 52 |
Bars Traded | 24556 | 20964 | 3591 | 24556 | 20964 | 3591 |
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 | 332444 | 80987 | 201813 | 287360 | -122055 | 227759 |
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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) |
---|