Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255393.7201 | 143226.6427 | 112167.0774 | 492214.1864 | 189248.8372 | 302965.3492 |
Total P&L (%) | 255.3937 | 143.2266 | 112.1671 | 492.2142 | 189.2488 | 302.9653 |
Avg Daily Profit (%) | 0.4426 | 0.2482 | 0.1944 | 0.3087 | 0.1842 | 0.2418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65416 | -41562 | -45137 | -223278 | -268923 | -173779 |
Profit Factor | 1.6513 | 1.6463 | 1.6578 | 1.372 | 1.2425 | 1.5583 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 53.5714 | 47.619 | 59.5238 | 53.5714 | 47.619 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.4311 | 1.8109 | 1.1273 | 1.1891 | 1.3668 | 1.0596 |
Largest Winning Trade | 74323 | 74323 | 23755 | 244655 | 244655 | 125083 |
Largest Losing Trade | -21289 | -19261 | -21289 | -141283 | -141283 | -89792 |
Avg Bars in Trades | 78 | 70 | 85 | 78 | 70 | 85 |
Avg Bars in Winners | 72 | 76 | 69 | 72 | 76 | 69 |
Avg Bars in Losers | 84 | 64 | 110 | 84 | 64 | 110 |
Bars Traded | 13127 | 5916 | 7211 | 13127 | 5916 | 7211 |
Profit Streak | 0 | 0 | 499.6464 | 0 | 0 | 499.6464 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455874 | 342183 | 408765 | 360973 | 200642 | 410159 |
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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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