Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 302815.4729 | 173855.0151 | 128960.4578 | 719137.7026 | 339234.1934 | 379903.5092 |
Total P&L (%) | 302.8155 | 173.855 | 128.9605 | 719.1377 | 339.2342 | 379.9035 |
Avg Daily Profit (%) | 0.5814 | 0.3338 | 0.2476 | 0.4046 | 0.2845 | 0.3016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67599 | -72302 | -32928 | -401919 | -418331 | -205750 |
Profit Factor | 1.6824 | 1.6163 | 1.798 | 1.3936 | 1.2925 | 1.5692 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 50.8475 | 51.1364 | 50.5618 | 50.8475 | 51.1364 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.6263 | 1.5444 | 1.758 | 1.3471 | 1.235 | 1.5343 |
Largest Winning Trade | 43426 | 43426 | 29552 | 152463 | 152463 | 104151 |
Largest Losing Trade | -40534 | -40534 | -34488 | -289146 | -289146 | -125335 |
Avg Bars in Trades | 137 | 205 | 71 | 137 | 205 | 71 |
Avg Bars in Winners | 134 | 187 | 82 | 134 | 187 | 82 |
Avg Bars in Losers | 140 | 223 | 59 | 140 | 223 | 59 |
Bars Traded | 24374 | 18045 | 6328 | 24374 | 18045 | 6328 |
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 | 523311 | 399022 | 382537 | 392766 | 275080 | 378619 |
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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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