Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143679.6944 | 79244.5676 | 64435.1268 | 202780.0636 | 132573.3241 | 70206.7396 |
Total P&L (%) | 143.6797 | 79.2446 | 64.4351 | 202.7801 | 132.5733 | 70.2067 |
Avg Daily Profit (%) | 0.5517 | 0.3043 | 0.2474 | 0.4263 | 0.3246 | 0.2044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31652 | -24285 | -41652 | -85730 | -59564 | -84471 |
Profit Factor | 1.5075 | 1.5835 | 1.4374 | 1.3179 | 1.4222 | 1.2167 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 42.1348 | 39.3258 | 44.9438 | 42.1348 | 39.3258 | 44.9438 |
Ratio Avg Win / Avg Loss | 2.0703 | 2.443 | 1.7609 | 1.8099 | 2.1942 | 1.4905 |
Largest Winning Trade | 50956 | 50956 | 19555 | 77818 | 77818 | 31648 |
Largest Losing Trade | -15738 | -6782 | -15738 | -32585 | -19448 | -32585 |
Avg Bars in Trades | 138 | 139 | 137 | 138 | 139 | 137 |
Avg Bars in Winners | 224 | 223 | 226 | 224 | 223 | 226 |
Avg Bars in Losers | 76 | 85 | 65 | 76 | 85 | 65 |
Bars Traded | 24705 | 12459 | 12246 | 24705 | 12459 | 12246 |
Profit Streak | 0 | 0 | 3.623 | 0 | 0 | 3.623 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344457 | 200764 | 195980 | 264152 | 171541 | 107553 |
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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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