Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90135.6089 | 48196.5525 | 41939.0564 | 128054.3094 | 56565.4127 | 71488.8967 |
Total P&L (%) | 90.1356 | 48.1966 | 41.9391 | 128.0543 | 56.5654 | 71.4889 |
Avg Daily Profit (%) | 1.0383 | 0.5552 | 0.4831 | 0.9542 | 0.5178 | 0.6232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24893 | -18431 | -19071 | -40879 | -40491 | -30052 |
Profit Factor | 1.706 | 1.6682 | 1.7551 | 1.5617 | 1.4158 | 1.7776 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 69.186 | 72.093 | 66.2791 | 69.186 | 72.093 | 66.2791 |
Ratio Avg Win / Avg Loss | 0.7598 | 0.6457 | 0.8929 | 0.6955 | 0.548 | 0.9044 |
Largest Winning Trade | 9054 | 9054 | 5137 | 14965 | 14965 | 9255 |
Largest Losing Trade | -11580 | -11580 | -10976 | -21268 | -21268 | -16645 |
Avg Bars in Trades | 142 | 140 | 144 | 142 | 140 | 144 |
Avg Bars in Winners | 106 | 101 | 111 | 106 | 101 | 111 |
Avg Bars in Losers | 224 | 241 | 209 | 224 | 241 | 209 |
Bars Traded | 24530 | 12110 | 12420 | 24530 | 12110 | 12420 |
Profit Streak | 0 | 2.268 | 0 | 0 | 2.268 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534692 | 309109 | 311691 | 516271 | 273848 | 430166 |
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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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