Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96244.2232 | 59890.1364 | 36354.0868 | 86416.5007 | 54108.6333 | 32307.8674 |
Total P&L (%) | 96.2442 | 59.8901 | 36.3541 | 86.4165 | 54.1086 | 32.3079 |
Avg Daily Profit (%) | 0.3696 | 0.23 | 0.1396 | 0.2394 | 0.1662 | 0.1076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33329 | -34912 | -25107 | -66023 | -44258 | -36907 |
Profit Factor | 1.38 | 1.4148 | 1.3339 | 1.2445 | 1.27 | 1.211 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 104 | 59 | 45 | 104 | 59 | 45 |
Profitability (%) | 44.9735 | 37.8947 | 52.1277 | 44.9735 | 37.8947 | 52.1277 |
Ratio Avg Win / Avg Loss | 1.6885 | 2.3187 | 1.225 | 1.5226 | 2.0814 | 1.1122 |
Largest Winning Trade | 78490 | 78490 | 10595 | 99999 | 99999 | 11152 |
Largest Losing Trade | -8044 | -7302 | -8044 | -10610 | -10184 | -10610 |
Avg Bars in Trades | 130 | 122 | 138 | 130 | 122 | 138 |
Avg Bars in Winners | 198 | 209 | 189 | 198 | 209 | 189 |
Avg Bars in Losers | 74 | 69 | 81 | 74 | 69 | 81 |
Bars Traded | 24622 | 11633 | 12989 | 24622 | 11633 | 12989 |
Profit Streak | 0 | 0 | 8.5536 | 0 | 0 | 8.5536 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302175 | 97063 | -9231 | 232315 | 31705 | -53056 |
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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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