Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162649.2622 | 60688.9054 | 101960.3567 | 268359.5535 | 143999.7634 | 124359.7901 |
Total P&L (%) | 162.6493 | 60.6889 | 101.9604 | 268.3596 | 143.9998 | 124.3598 |
Avg Daily Profit (%) | 0.6246 | 0.233 | 0.3915 | 0.5019 | 0.3431 | 0.3108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39895 | -36615 | -26697 | -175032 | -86282 | -115915 |
Profit Factor | 1.42 | 1.2984 | 1.5544 | 1.3054 | 1.3187 | 1.2913 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Losing Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Profitability (%) | 47.4265 | 50 | 44.8529 | 47.4265 | 50 | 44.8529 |
Ratio Avg Win / Avg Loss | 1.5741 | 1.2984 | 1.9111 | 1.4471 | 1.3187 | 1.5877 |
Largest Winning Trade | 25080 | 25080 | 22278 | 84285 | 84285 | 53720 |
Largest Losing Trade | -8258 | -8258 | -7737 | -34815 | -25473 | -34815 |
Avg Bars in Trades | 90 | 95 | 85 | 90 | 95 | 85 |
Avg Bars in Winners | 124 | 124 | 124 | 124 | 124 | 124 |
Avg Bars in Losers | 60 | 67 | 53 | 60 | 67 | 53 |
Bars Traded | 24642 | 13050 | 11592 | 24642 | 13050 | 11592 |
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 | 439361 | 207640 | 302999 | 336425 | 268318 | 220282 |
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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) |
---|