Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185656.0359 | 94082.3467 | 91573.6892 | 259914.4402 | 109541.8213 | 150372.6189 |
Total P&L (%) | 185.656 | 94.0823 | 91.5737 | 259.9144 | 109.5418 | 150.3726 |
Avg Daily Profit (%) | 0.3217 | 0.163 | 0.1587 | 0.2222 | 0.1283 | 0.1592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46701 | -35010 | -46756 | -132972 | -121119 | -118908 |
Profit Factor | 1.489 | 1.495 | 1.4829 | 1.3088 | 1.2499 | 1.3727 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 101 | 52 | 49 | 101 | 52 | 49 |
Profitability (%) | 46.8421 | 45.2632 | 48.4211 | 46.8421 | 45.2632 | 48.4211 |
Ratio Avg Win / Avg Loss | 1.6897 | 1.8079 | 1.5797 | 1.4852 | 1.5115 | 1.4622 |
Largest Winning Trade | 40993 | 38229 | 40993 | 104178 | 83002 | 104178 |
Largest Losing Trade | -16928 | -16928 | -13797 | -58697 | -58697 | -21678 |
Avg Bars in Trades | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Winners | 92 | 108 | 78 | 92 | 108 | 78 |
Avg Bars in Losers | 51 | 47 | 56 | 51 | 47 | 56 |
Bars Traded | 13520 | 7144 | 6376 | 13520 | 7144 | 6376 |
Profit Streak | 0 | 0 | 507.5398 | 0 | 0 | 507.5398 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373961 | 257718 | 346652 | 263685 | -23422 | 282544 |
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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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