Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132491.6763 | 74336.0908 | 58155.5855 | 220247.2494 | 131346.7421 | 88900.5073 |
Total P&L (%) | 132.4917 | 74.3361 | 58.1556 | 220.2472 | 131.3467 | 88.9005 |
Avg Daily Profit (%) | 0.5088 | 0.2854 | 0.2233 | 0.4479 | 0.3226 | 0.2445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25822 | -24419 | -14214 | -41281 | -37405 | -37828 |
Profit Factor | 1.7065 | 1.7592 | 1.649 | 1.6649 | 1.7986 | 1.5331 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 73.4177 | 72.1519 | 74.6835 | 73.4177 | 72.1519 | 74.6835 |
Ratio Avg Win / Avg Loss | 0.6179 | 0.679 | 0.559 | 0.6028 | 0.6942 | 0.5197 |
Largest Winning Trade | 12370 | 12370 | 7812 | 24251 | 24251 | 16729 |
Largest Losing Trade | -14664 | -14664 | -12068 | -36381 | -20655 | -36381 |
Avg Bars in Trades | 156 | 152 | 160 | 156 | 152 | 160 |
Avg Bars in Winners | 113 | 111 | 114 | 113 | 111 | 114 |
Avg Bars in Losers | 276 | 258 | 296 | 276 | 258 | 296 |
Bars Traded | 24722 | 12021 | 12700 | 24722 | 12021 | 12700 |
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 | 474630 | -16295 | -17500 | 453026 | -15901 | -17032 |
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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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