Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147374.8557 | 65770.7553 | 81604.1004 | 236738.0421 | 149215.7085 | 87522.3335 |
Total P&L (%) | 147.3749 | 65.7708 | 81.6041 | 236.738 | 149.2157 | 87.5223 |
Avg Daily Profit (%) | 0.5659 | 0.2526 | 0.3134 | 0.4673 | 0.3513 | 0.2417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55891 | -35682 | -40713 | -269546 | -160412 | -183013 |
Profit Factor | 1.6478 | 1.5191 | 1.8097 | 1.2918 | 1.3536 | 1.2249 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 84 | 34 | 50 | 84 | 34 | 50 |
Losing Trades | 91 | 54 | 37 | 91 | 54 | 37 |
Profitability (%) | 48 | 38.6364 | 57.4713 | 48 | 38.6364 | 57.4713 |
Ratio Avg Win / Avg Loss | 1.7852 | 2.4127 | 1.3392 | 1.3995 | 2.1498 | 0.9064 |
Largest Winning Trade | 39881 | 39881 | 15988 | 136972 | 136972 | 52119 |
Largest Losing Trade | -17945 | -7372 | -17945 | -102369 | -34507 | -102369 |
Avg Bars in Trades | 140 | 126 | 154 | 140 | 126 | 154 |
Avg Bars in Winners | 162 | 147 | 172 | 162 | 147 | 172 |
Avg Bars in Losers | 120 | 113 | 130 | 120 | 113 | 130 |
Bars Traded | 24608 | 11136 | 13472 | 24608 | 11136 | 13472 |
Profit Streak | 0 | 0 | 2.4207 | 0 | 0 | 2.4207 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454049 | 150791 | 305066 | 312592 | 154892 | 125937 |
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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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