Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62033.7052 | 31051.8919 | 30981.8133 | 38939.4155 | 31619.2234 | 7320.1921 |
Total P&L (%) | 62.0337 | 31.0519 | 30.9818 | 38.9394 | 31.6192 | 7.3202 |
Avg Daily Profit (%) | 0.7146 | 0.3577 | 0.3569 | 0.3796 | 0.317 | 0.0814 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51676 | -33366 | -27737 | -43953 | -28574 | -22052 |
Profit Factor | 1.3321 | 1.3124 | 1.3546 | 1.2393 | 1.3801 | 1.092 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Losing Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Profitability (%) | 40.5512 | 40.1575 | 40.9449 | 40.5512 | 40.1575 | 40.9449 |
Ratio Avg Win / Avg Loss | 1.953 | 1.9558 | 1.9537 | 1.8168 | 2.0566 | 1.575 |
Largest Winning Trade | 62637 | 62637 | 52771 | 58595 | 58595 | 32313 |
Largest Losing Trade | -10912 | -5660 | -10912 | -17019 | -5325 | -17019 |
Avg Bars in Trades | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Winners | 139 | 157 | 120 | 139 | 157 | 120 |
Avg Bars in Losers | 65 | 58 | 72 | 65 | 58 | 72 |
Bars Traded | 24239 | 12510 | 11729 | 24239 | 12510 | 11729 |
Profit Streak | 0 | 2.2261 | 0 | 0 | 2.2261 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309146 | -169 | 64137 | 121349 | -53 | -373922 |
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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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