Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139221.8212 | 61717.0688 | 77504.7524 | 123731.7074 | 114594.2215 | 9137.4859 |
Total P&L (%) | 139.2218 | 61.7171 | 77.5048 | 123.7317 | 114.5942 | 9.1375 |
Avg Daily Profit (%) | 0.5346 | 0.237 | 0.2976 | 0.3097 | 0.2936 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80760 | -32763 | -68058 | -235433 | -51470 | -220350 |
Profit Factor | 1.4141 | 1.3831 | 1.4426 | 1.1589 | 1.3519 | 1.0202 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 53.5135 | 50 | 56.9892 | 53.5135 | 50 | 56.9892 |
Ratio Avg Win / Avg Loss | 1.2284 | 1.3831 | 1.0888 | 1.0067 | 1.3519 | 0.7699 |
Largest Winning Trade | 55890 | 41924 | 55890 | 61814 | 61814 | 52861 |
Largest Losing Trade | -48726 | -16118 | -48726 | -156086 | -36514 | -156086 |
Avg Bars in Trades | 133 | 134 | 132 | 133 | 134 | 132 |
Avg Bars in Winners | 137 | 134 | 140 | 137 | 134 | 140 |
Avg Bars in Losers | 127 | 133 | 120 | 127 | 133 | 120 |
Bars Traded | 24621 | 12342 | 12279 | 24621 | 12342 | 12279 |
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 | 406471 | 225822 | 310160 | -37191 | 256272 | -514622 |
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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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