Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143380.7291 | 74946.0747 | 68434.6543 | 206144.8199 | 113171.2611 | 92973.5587 |
Total P&L (%) | 143.3807 | 74.9461 | 68.4347 | 206.1448 | 113.1713 | 92.9736 |
Avg Daily Profit (%) | 0.5506 | 0.2878 | 0.2628 | 0.4306 | 0.2911 | 0.2528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34528 | -41452 | -19832 | -122060 | -70558 | -69144 |
Profit Factor | 1.6014 | 1.6059 | 1.5965 | 1.4551 | 1.4821 | 1.4262 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 115 | 64 | 51 | 115 | 64 | 51 |
Profitability (%) | 37.5 | 30.4348 | 44.5652 | 37.5 | 30.4348 | 44.5652 |
Ratio Avg Win / Avg Loss | 2.6689 | 3.6706 | 1.9858 | 2.4252 | 3.3876 | 1.774 |
Largest Winning Trade | 42403 | 42403 | 20000 | 79957 | 79957 | 31553 |
Largest Losing Trade | -14614 | -7411 | -14614 | -29015 | -18417 | -29015 |
Avg Bars in Trades | 133 | 130 | 137 | 133 | 130 | 137 |
Avg Bars in Winners | 214 | 219 | 210 | 214 | 219 | 210 |
Avg Bars in Losers | 85 | 91 | 78 | 85 | 91 | 78 |
Bars Traded | 24601 | 11976 | 12625 | 24601 | 11976 | 12625 |
Profit Streak | 0 | 3.917 | 0 | 0 | 3.917 | 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 | 300791 | 81413 | 260729 | 231904 | 56069 | 223937 |
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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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