Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86742.7074 | 58083.7685 | 28658.9389 | 48408.5464 | 3439.5243 | 44969.0221 |
Total P&L (%) | 86.7427 | 58.0838 | 28.6589 | 48.4085 | 3.4395 | 44.969 |
Avg Daily Profit (%) | 0.9992 | 0.6691 | 0.3301 | 0.4558 | 0.039 | 0.4287 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48636 | -45477 | -18580 | -94717 | -86195 | -35072 |
Profit Factor | 1.3868 | 1.462 | 1.2909 | 1.1423 | 1.0174 | 1.3156 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 37.9518 | 33.7349 | 42.1687 | 37.9518 | 33.7349 | 42.1687 |
Ratio Avg Win / Avg Loss | 2.2674 | 2.8719 | 1.7704 | 1.8675 | 1.9984 | 1.8042 |
Largest Winning Trade | 103577 | 103577 | 20768 | 76289 | 76289 | 30817 |
Largest Losing Trade | -11106 | -8146 | -11106 | -19582 | -19582 | -18541 |
Avg Bars in Trades | 146 | 145 | 146 | 146 | 145 | 146 |
Avg Bars in Winners | 239 | 236 | 241 | 239 | 236 | 241 |
Avg Bars in Losers | 89 | 99 | 77 | 89 | 99 | 77 |
Bars Traded | 24277 | 12083 | 12194 | 24277 | 12083 | 12194 |
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 | 319876 | 159022 | 47455 | -60353 | -515522 | 135399 |
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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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