Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87549.4371 | 52344.8367 | 35204.6004 | 93879.6987 | 63015.2899 | 30864.4088 |
Total P&L (%) | 87.5494 | 52.3448 | 35.2046 | 93.8797 | 63.0153 | 30.8644 |
Avg Daily Profit (%) | 0.6303 | 0.3768 | 0.2534 | 0.4778 | 0.3524 | 0.1938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58537 | -21330 | -45441 | -74088 | -22644 | -58015 |
Profit Factor | 1.2281 | 1.2819 | 1.1776 | 1.2018 | 1.2841 | 1.1269 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 148 | 75 | 73 | 148 | 75 | 73 |
Losing Trades | 198 | 98 | 100 | 198 | 98 | 100 |
Profitability (%) | 42.7746 | 43.3526 | 42.1965 | 42.7746 | 43.3526 | 42.1965 |
Ratio Avg Win / Avg Loss | 1.6429 | 1.675 | 1.6132 | 1.6079 | 1.6779 | 1.5436 |
Largest Winning Trade | 18970 | 18970 | 14339 | 25636 | 25636 | 17501 |
Largest Losing Trade | -11525 | -9822 | -11525 | -14630 | -10340 | -14630 |
Avg Bars in Trades | 37 | 37 | 38 | 37 | 37 | 38 |
Avg Bars in Winners | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 13146 | 6484 | 6662 | 13146 | 6484 | 6662 |
Profit Streak | 0 | 139.7067 | 0 | 0 | 139.7067 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333783 | 201402 | -23052 | 281088 | 219983 | -79811 |
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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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