Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162050.5595 | 68862.1637 | 93188.3958 | 263488.2567 | 136089.9924 | 127398.2643 |
Total P&L (%) | 162.0506 | 68.8622 | 93.1884 | 263.4883 | 136.09 | 127.3983 |
Avg Daily Profit (%) | 0.6223 | 0.2644 | 0.3578 | 0.4968 | 0.3304 | 0.316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40343 | -35944 | -19415 | -60452 | -53516 | -29941 |
Profit Factor | 1.572 | 1.4785 | 1.6684 | 1.4946 | 1.502 | 1.487 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 41.5205 | 37.6471 | 45.3488 | 41.5205 | 37.6471 | 45.3488 |
Ratio Avg Win / Avg Loss | 2.214 | 2.4488 | 2.0107 | 2.1051 | 2.4878 | 1.792 |
Largest Winning Trade | 46649 | 46649 | 18080 | 59834 | 59834 | 39997 |
Largest Losing Trade | -8435 | -8038 | -8435 | -26603 | -18169 | -26603 |
Avg Bars in Trades | 143 | 141 | 145 | 143 | 141 | 145 |
Avg Bars in Winners | 234 | 240 | 230 | 234 | 240 | 230 |
Avg Bars in Losers | 78 | 82 | 74 | 78 | 82 | 74 |
Bars Traded | 24544 | 12065 | 12479 | 24544 | 12065 | 12479 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370434 | 138804 | 309674 | 314816 | 167012 | 267169 |
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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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