Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91900.3741 | 44987.8807 | 46912.4934 | 93011.8449 | 51729.0716 | 41282.7732 |
Total P&L (%) | 91.9004 | 44.9879 | 46.9125 | 93.0118 | 51.7291 | 41.2828 |
Avg Daily Profit (%) | 0.3529 | 0.1728 | 0.1801 | 0.2528 | 0.1602 | 0.1328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49951 | -39189 | -31601 | -52643 | -48566 | -45712 |
Profit Factor | 1.3424 | 1.3587 | 1.3281 | 1.3017 | 1.3747 | 1.2425 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 57.0313 | 57.8125 | 56.25 | 57.0313 | 57.8125 | 56.25 |
Ratio Avg Win / Avg Loss | 1.0114 | 0.9915 | 1.0329 | 0.9808 | 1.0032 | 0.9664 |
Largest Winning Trade | 15807 | 13833 | 15807 | 26368 | 17091 | 26368 |
Largest Losing Trade | -22106 | -22106 | -17822 | -31506 | -27299 | -31506 |
Avg Bars in Trades | 192 | 203 | 182 | 192 | 203 | 182 |
Avg Bars in Winners | 202 | 218 | 187 | 202 | 218 | 187 |
Avg Bars in Losers | 178 | 182 | 175 | 178 | 182 | 175 |
Bars Traded | 24659 | 13006 | 11653 | 24659 | 13006 | 11653 |
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 | 328541 | -135177 | -133666 | 228802 | -132959 | -159555 |
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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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