Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94730.8054 | 42809.6128 | 51921.1926 | 93594.2425 | 44917.9467 | 48676.2958 |
Total P&L (%) | 94.7308 | 42.8096 | 51.9212 | 93.5942 | 44.9179 | 48.6763 |
Avg Daily Profit (%) | 0.3638 | 0.1644 | 0.1994 | 0.254 | 0.1426 | 0.1524 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62595 | -35317 | -39226 | -124882 | -74530 | -70869 |
Profit Factor | 1.3693 | 1.3124 | 1.4347 | 1.2251 | 1.2025 | 1.2509 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 71 | 40 | 31 | 71 | 40 | 31 |
Profitability (%) | 47.0149 | 40.2985 | 53.7313 | 47.0149 | 40.2985 | 53.7313 |
Ratio Avg Win / Avg Loss | 1.5432 | 1.9443 | 1.2354 | 1.3806 | 1.7814 | 1.0772 |
Largest Winning Trade | 31629 | 31629 | 19876 | 51492 | 51492 | 31651 |
Largest Losing Trade | -10959 | -9734 | -10959 | -20876 | -20876 | -17618 |
Avg Bars in Trades | 184 | 178 | 190 | 184 | 178 | 190 |
Avg Bars in Winners | 229 | 224 | 233 | 229 | 224 | 233 |
Avg Bars in Losers | 143 | 146 | 140 | 143 | 146 | 140 |
Bars Traded | 24686 | 11937 | 12749 | 24686 | 11937 | 12749 |
Profit Streak | 0 | 0 | 16.1309 | 0 | 0 | 16.1309 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303772 | -115511 | -109205 | 198253 | -126034 | -110975 |
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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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