Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68550.7922 | 41372.6839 | 27178.1083 | 56143.1165 | 53042.2456 | 3100.8708 |
Total P&L (%) | 68.5508 | 41.3727 | 27.1781 | 56.1431 | 53.0422 | 3.1009 |
Avg Daily Profit (%) | 0.4935 | 0.2978 | 0.1957 | 0.3213 | 0.3068 | 0.022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43178 | -21672 | -41198 | -68847 | -30401 | -79160 |
Profit Factor | 1.29 | 1.4111 | 1.2002 | 1.1697 | 1.4086 | 1.0154 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 111 | 54 | 57 | 111 | 54 | 57 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 57.2165 | 55.6701 | 58.7629 | 57.2165 | 55.6701 | 58.7629 |
Ratio Avg Win / Avg Loss | 0.9646 | 1.1237 | 0.8423 | 0.8746 | 1.1216 | 0.7126 |
Largest Winning Trade | 16838 | 16838 | 9113 | 20676 | 20676 | 13074 |
Largest Losing Trade | -30189 | -14218 | -30189 | -50954 | -18359 | -50954 |
Avg Bars in Trades | 67 | 66 | 67 | 67 | 66 | 67 |
Avg Bars in Winners | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Losers | 73 | 72 | 74 | 73 | 72 | 74 |
Bars Traded | 13036 | 6455 | 6581 | 13036 | 6455 | 6581 |
Profit Streak | 0 | 0 | 130.0387 | 0 | 0 | 130.0387 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308125 | 208018 | 59629 | -27662 | 245132 | -534874 |
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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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