Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163240.9689 | 88406.1874 | 74834.7815 | 274692.2939 | 170603.7563 | 104088.5377 |
Total P&L (%) | 163.241 | 88.4062 | 74.8348 | 274.6923 | 170.6038 | 104.0885 |
Avg Daily Profit (%) | 0.6268 | 0.3395 | 0.2874 | 0.5085 | 0.383 | 0.2743 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33622 | -45420 | -25077 | -79910 | -57762 | -46974 |
Profit Factor | 1.5995 | 1.5978 | 1.6015 | 1.6297 | 1.7371 | 1.5083 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 37.7778 | 34.4444 | 41.1111 | 37.7778 | 34.4444 | 41.1111 |
Ratio Avg Win / Avg Loss | 2.6345 | 3.0411 | 2.294 | 2.6842 | 3.3061 | 2.1605 |
Largest Winning Trade | 35111 | 35111 | 18265 | 56109 | 56109 | 29061 |
Largest Losing Trade | -10980 | -7627 | -10980 | -21175 | -21175 | -17566 |
Avg Bars in Trades | 137 | 142 | 133 | 137 | 142 | 133 |
Avg Bars in Winners | 234 | 248 | 223 | 234 | 248 | 223 |
Avg Bars in Losers | 78 | 86 | 70 | 78 | 86 | 70 |
Bars Traded | 24780 | 12784 | 11996 | 24780 | 12784 | 11996 |
Profit Streak | 7.0537 | 11.1578 | 7.0537 | 7.0537 | 11.1578 | 7.0537 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368674 | 185842 | 248991 | 334440 | 209232 | 224692 |
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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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