Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151251.2204 | 50443.4979 | 100807.7225 | 232274.1018 | 80687.7597 | 151586.3421 |
Total P&L (%) | 151.2512 | 50.4435 | 100.8077 | 232.2741 | 80.6878 | 151.5863 |
Avg Daily Profit (%) | 0.5808 | 0.1937 | 0.3871 | 0.4622 | 0.2274 | 0.3549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68919 | -61762 | -28306 | -65866 | -62301 | -25266 |
Profit Factor | 1.5159 | 1.3328 | 1.7118 | 1.5763 | 1.3701 | 1.8193 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 40.9091 | 38.6364 | 43.1818 | 40.9091 | 38.6364 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.1896 | 2.1168 | 2.2524 | 2.2769 | 2.1761 | 2.3939 |
Largest Winning Trade | 36512 | 36512 | 22561 | 33309 | 33309 | 33131 |
Largest Losing Trade | -11270 | -11270 | -8665 | -19679 | -19679 | -11352 |
Avg Bars in Trades | 140 | 152 | 129 | 140 | 152 | 129 |
Avg Bars in Winners | 223 | 228 | 219 | 223 | 228 | 219 |
Avg Bars in Losers | 83 | 104 | 59 | 83 | 104 | 59 |
Bars Traded | 24744 | 13390 | 11353 | 24744 | 13390 | 11353 |
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 | 337713 | 54910 | 291541 | 314511 | 120436 | 289106 |
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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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