Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198131.7525 | 116319.6611 | 81812.0914 | 273935.9078 | 97639.4586 | 176296.4492 |
Total P&L (%) | 198.1318 | 116.3197 | 81.8121 | 273.9359 | 97.6395 | 176.2964 |
Avg Daily Profit (%) | 0.3433 | 0.2016 | 0.1418 | 0.2288 | 0.1181 | 0.1763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70079 | -56097 | -54477 | -195977 | -273389 | -67150 |
Profit Factor | 1.4313 | 1.4581 | 1.3983 | 1.2552 | 1.1485 | 1.4238 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 50.2538 | 46.4646 | 54.0816 | 50.2538 | 46.4646 | 54.0816 |
Ratio Avg Win / Avg Loss | 1.4169 | 1.68 | 1.1872 | 1.2426 | 1.3233 | 1.2089 |
Largest Winning Trade | 38506 | 38506 | 25382 | 109331 | 109331 | 83636 |
Largest Losing Trade | -20775 | -19052 | -20775 | -88013 | -88013 | -36099 |
Avg Bars in Trades | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Winners | 62 | 68 | 57 | 62 | 68 | 57 |
Avg Bars in Losers | 73 | 67 | 80 | 73 | 67 | 80 |
Bars Traded | 13378 | 6716 | 6662 | 13378 | 6716 | 6662 |
Profit Streak | 0 | 0 | 498.6933 | 0 | 0 | 498.6933 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374643 | 278653 | -2666 | 300660 | -94497 | 312813 |
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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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