Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172190.8946 | 95235.7737 | 76955.1209 | 310471.6394 | 210395.3919 | 100076.2475 |
Total P&L (%) | 172.1909 | 95.2358 | 76.9551 | 310.4716 | 210.3954 | 100.0762 |
Avg Daily Profit (%) | 0.6612 | 0.3657 | 0.2955 | 0.5437 | 0.4359 | 0.2667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38347 | -35895 | -26493 | -97551 | -57428 | -65516 |
Profit Factor | 1.5848 | 1.6152 | 1.5512 | 1.5287 | 1.6935 | 1.3526 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Profitability (%) | 38.7352 | 37.7953 | 39.6825 | 38.7352 | 37.7953 | 39.6825 |
Ratio Avg Win / Avg Loss | 2.5066 | 2.6583 | 2.3578 | 2.4178 | 2.7872 | 2.0559 |
Largest Winning Trade | 32540 | 32540 | 16269 | 73427 | 73427 | 41363 |
Largest Losing Trade | -7104 | -5871 | -7104 | -24590 | -20212 | -24590 |
Avg Bars in Trades | 97 | 99 | 95 | 97 | 99 | 95 |
Avg Bars in Winners | 162 | 171 | 153 | 162 | 171 | 153 |
Avg Bars in Losers | 56 | 55 | 57 | 56 | 55 | 57 |
Bars Traded | 24699 | 12623 | 12076 | 24699 | 12623 | 12076 |
Profit Streak | 0 | 0 | 5.6458 | 0 | 0 | 5.6458 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361655 | 206495 | 224765 | 313155 | 233531 | 172192 |
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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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