Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125686.5267 | 49187.5993 | 76498.9274 | 109329.9697 | 19280.3886 | 90049.5811 |
Total P&L (%) | 125.6865 | 49.1876 | 76.4989 | 109.33 | 19.2804 | 90.0496 |
Avg Daily Profit (%) | 0.2413 | 0.0944 | 0.1469 | 0.1419 | 0.0339 | 0.1234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46854 | -57741 | -34339 | -86749 | -104862 | -49111 |
Profit Factor | 1.2273 | 1.1678 | 1.2945 | 1.1299 | 1.0416 | 1.2379 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Losing Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Profitability (%) | 51.9573 | 52.8571 | 51.0638 | 51.9573 | 52.8571 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.1349 | 1.0416 | 1.2405 | 1.0447 | 0.929 | 1.1863 |
Largest Winning Trade | 27628 | 21084 | 27628 | 39992 | 28126 | 39992 |
Largest Losing Trade | -22676 | -22676 | -15852 | -41886 | -41886 | -25255 |
Avg Bars in Trades | 86 | 92 | 81 | 86 | 92 | 81 |
Avg Bars in Winners | 80 | 84 | 76 | 80 | 84 | 76 |
Avg Bars in Losers | 93 | 102 | 85 | 93 | 102 | 85 |
Bars Traded | 24431 | 12998 | 11433 | 24431 | 12998 | 11433 |
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 | 315673 | -104594 | 88951 | -80088 | -331845 | -29229 |
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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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