Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57364.5672 | 33244.2443 | 24120.3229 | 40536.1321 | 33279.4678 | 7256.6642 |
Total P&L (%) | 57.3646 | 33.2442 | 24.1203 | 40.5361 | 33.2795 | 7.2567 |
Avg Daily Profit (%) | 0.413 | 0.2393 | 0.1736 | 0.2453 | 0.207 | 0.0504 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39792 | -16498 | -55199 | -68114 | -25590 | -83641 |
Profit Factor | 1.2871 | 1.5097 | 1.1792 | 1.1526 | 1.3789 | 1.0408 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 68.4783 | 65.2174 | 71.7391 | 68.4783 | 65.2174 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.5925 | 0.8052 | 0.4645 | 0.5306 | 0.7354 | 0.41 |
Largest Winning Trade | 8928 | 7170 | 8928 | 9677 | 8467 | 9677 |
Largest Losing Trade | -35476 | -13017 | -35476 | -52492 | -16221 | -52492 |
Avg Bars in Trades | 70 | 42 | 98 | 70 | 42 | 98 |
Avg Bars in Winners | 47 | 28 | 65 | 47 | 28 | 65 |
Avg Bars in Losers | 119 | 69 | 181 | 119 | 69 | 181 |
Bars Traded | 12977 | 3918 | 9059 | 12977 | 3918 | 9059 |
Profit Streak | 0 | 0 | 148.5363 | 0 | 0 | 148.5363 |
Trades During Streak | 0 | 0 | 11 | 0 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306528 | 179768 | -19229 | -46898 | 141165 | -466015 |
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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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