Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82656.6539 | 59234.6728 | 23421.9811 | 57698.6958 | 51585.4607 | 6113.2351 |
Total P&L (%) | 82.6567 | 59.2347 | 23.422 | 57.6987 | 51.5855 | 6.1132 |
Avg Daily Profit (%) | 0.9522 | 0.6823 | 0.2698 | 0.5261 | 0.4803 | 0.0684 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60008 | -33124 | -37372 | -43970 | -22873 | -27088 |
Profit Factor | 1.3436 | 1.5096 | 1.1884 | 1.3333 | 1.6276 | 1.0672 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Losing Trades | 126 | 61 | 65 | 126 | 61 | 65 |
Profitability (%) | 46.6102 | 48.3051 | 44.9153 | 46.6102 | 48.3051 | 44.9153 |
Ratio Avg Win / Avg Loss | 1.5391 | 1.6155 | 1.4575 | 1.5272 | 1.7419 | 1.3089 |
Largest Winning Trade | 72989 | 72989 | 51741 | 67030 | 67030 | 31314 |
Largest Losing Trade | -11695 | -6826 | -11695 | -10458 | -5753 | -10458 |
Avg Bars in Trades | 103 | 106 | 101 | 103 | 106 | 101 |
Avg Bars in Winners | 117 | 127 | 106 | 117 | 127 | 106 |
Avg Bars in Losers | 91 | 86 | 96 | 91 | 86 | 96 |
Bars Traded | 24492 | 12558 | 11934 | 24492 | 12558 | 11934 |
Profit Streak | 0 | 0 | 0.6918 | 0 | 0 | 0.6918 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443270 | 383594 | -16685 | 322440 | 324888 | -421045 |
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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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