Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138050.1541 | 66907.1675 | 71142.9866 | 199174.0716 | 110251.7639 | 88922.3077 |
Total P&L (%) | 138.0502 | 66.9072 | 71.143 | 199.1741 | 110.2518 | 88.9223 |
Avg Daily Profit (%) | 0.5301 | 0.2569 | 0.2732 | 0.4217 | 0.2858 | 0.2446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40329 | -53383 | -41874 | -52472 | -62247 | -41682 |
Profit Factor | 1.4854 | 1.4554 | 1.5174 | 1.5727 | 1.6304 | 1.5143 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 40.4494 | 39.3258 | 41.573 | 40.4494 | 39.3258 | 41.573 |
Ratio Avg Win / Avg Loss | 2.1868 | 2.2455 | 2.1325 | 2.3153 | 2.5155 | 2.1281 |
Largest Winning Trade | 30609 | 30609 | 14823 | 43256 | 43256 | 21208 |
Largest Losing Trade | -12730 | -8793 | -12730 | -15032 | -8429 | -15032 |
Avg Bars in Trades | 138 | 136 | 140 | 138 | 136 | 140 |
Avg Bars in Winners | 225 | 227 | 224 | 225 | 227 | 224 |
Avg Bars in Losers | 79 | 78 | 80 | 79 | 78 | 80 |
Bars Traded | 24679 | 12174 | 12505 | 24679 | 12174 | 12505 |
Profit Streak | 0 | 0 | 5.8539 | 0 | 0 | 5.8539 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309346 | 150600 | 233314 | 295194 | 200820 | 223827 |
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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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