Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176623.1976 | 132254.8229 | 44368.3747 | 169654.0827 | 134923.9919 | 34730.0909 |
Total P&L (%) | 176.6232 | 132.2548 | 44.3684 | 169.6541 | 134.924 | 34.7301 |
Avg Daily Profit (%) | 0.3391 | 0.2539 | 0.0852 | 0.1906 | 0.1641 | 0.0573 |
Buy And Hold Return (%) | 25.49 | 25.49 | 25.49 | 25.49 | 25.49 | 25.49 |
Max Trade Drawdown | -46935 | -44255 | -61895 | -144595 | -109130 | -107227 |
Profit Factor | 1.3866 | 1.5255 | 1.2162 | 1.1851 | 1.2561 | 1.0891 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 45.9459 | 44.5946 | 47.2973 | 45.9459 | 44.5946 | 47.2973 |
Ratio Avg Win / Avg Loss | 1.6312 | 1.8953 | 1.3552 | 1.3942 | 1.5606 | 1.2136 |
Largest Winning Trade | 64150 | 64150 | 15384 | 101655 | 101655 | 41927 |
Largest Losing Trade | -26740 | -21061 | -26740 | -48666 | -45420 | -48666 |
Avg Bars in Trades | 166 | 189 | 143 | 166 | 189 | 143 |
Avg Bars in Winners | 209 | 246 | 174 | 209 | 246 | 174 |
Avg Bars in Losers | 129 | 143 | 115 | 129 | 143 | 115 |
Bars Traded | 24641 | 14010 | 10631 | 24641 | 14010 | 10631 |
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 | 314386 | -57681 | -154346 | -11354 | -60025 | -358038 |
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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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