Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243365.3345 | 125071.3339 | 118294.0006 | 625279.0633 | 382229.6335 | 243049.4298 |
Total P&L (%) | 243.3653 | 125.0713 | 118.294 | 625.2791 | 382.2296 | 243.0494 |
Avg Daily Profit (%) | 0.4673 | 0.2401 | 0.2271 | 0.3812 | 0.3025 | 0.237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50728 | -39910 | -50484 | -311341 | -145842 | -224015 |
Profit Factor | 1.683 | 1.6643 | 1.704 | 1.4203 | 1.5002 | 1.336 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 47.561 | 47.561 | 47.561 | 47.561 | 47.561 | 47.561 |
Ratio Avg Win / Avg Loss | 1.8556 | 1.835 | 1.8787 | 1.566 | 1.6541 | 1.473 |
Largest Winning Trade | 30993 | 30993 | 18709 | 135653 | 135653 | 121952 |
Largest Losing Trade | -14606 | -8948 | -14606 | -68075 | -51589 | -68075 |
Avg Bars in Trades | 149 | 155 | 143 | 149 | 155 | 143 |
Avg Bars in Winners | 205 | 212 | 197 | 205 | 212 | 197 |
Avg Bars in Losers | 99 | 104 | 94 | 99 | 104 | 94 |
Bars Traded | 24542 | 12784 | 11757 | 24542 | 12784 | 11757 |
Profit Streak | 0 | 6.8455 | 0 | 0 | 6.8455 | 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 | 447687 | 209769 | 183831 | 390900 | 202547 | 81548 |
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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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