Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87093.1805 | 50967.4172 | 36125.7633 | 92389.9706 | 83696.5379 | 8693.4327 |
Total P&L (%) | 87.0932 | 50.9674 | 36.1258 | 92.39 | 83.6965 | 8.6934 |
Avg Daily Profit (%) | 0.627 | 0.3669 | 0.2601 | 0.4722 | 0.4387 | 0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36634 | -16063 | -35334 | -87112 | -25458 | -83419 |
Profit Factor | 1.3597 | 1.5319 | 1.2469 | 1.2326 | 1.5968 | 1.0338 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 60.7735 | 61.1111 | 60.4396 | 60.7735 | 61.1111 | 60.4396 |
Ratio Avg Win / Avg Loss | 0.8776 | 0.9749 | 0.8162 | 0.7956 | 1.0162 | 0.6767 |
Largest Winning Trade | 29108 | 29108 | 10948 | 36202 | 36202 | 17132 |
Largest Losing Trade | -19052 | -12674 | -19052 | -41815 | -19388 | -41815 |
Avg Bars in Trades | 70 | 72 | 69 | 70 | 72 | 69 |
Avg Bars in Winners | 63 | 56 | 70 | 63 | 56 | 70 |
Avg Bars in Losers | 82 | 97 | 67 | 82 | 97 | 67 |
Bars Traded | 12846 | 6530 | 6316 | 12846 | 6530 | 6316 |
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 | 382170 | 250514 | 105182 | 306564 | 392576 | -464273 |
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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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