Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168926.2711 | 98850.3362 | 70075.9349 | 163341.7967 | 97240.2245 | 66101.5722 |
Total P&L (%) | 168.9263 | 98.8503 | 70.0759 | 163.3418 | 97.2402 | 66.1016 |
Avg Daily Profit (%) | 0.2927 | 0.1713 | 0.1214 | 0.1679 | 0.1178 | 0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93961 | -63228 | -66176 | -269399 | -219363 | -214731 |
Profit Factor | 1.4454 | 1.4459 | 1.4446 | 1.1689 | 1.1724 | 1.1641 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 46.6667 | 42.6471 | 50.7463 | 46.6667 | 42.6471 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.6518 | 1.9445 | 1.4021 | 1.3359 | 1.5767 | 1.1298 |
Largest Winning Trade | 76419 | 76419 | 24957 | 170481 | 170481 | 58732 |
Largest Losing Trade | -26200 | -26200 | -17435 | -82414 | -82414 | -73822 |
Avg Bars in Trades | 98 | 80 | 116 | 98 | 80 | 116 |
Avg Bars in Winners | 97 | 85 | 108 | 97 | 85 | 108 |
Avg Bars in Losers | 99 | 77 | 125 | 99 | 77 | 125 |
Bars Traded | 13307 | 5482 | 7825 | 13307 | 5482 | 7825 |
Profit Streak | 0 | 0 | 500.9033 | 0 | 0 | 500.9033 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330047 | -103245 | -146319 | -28677 | -178238 | -232217 |
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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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