Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34800.3084 | 11932.5262 | 22867.7822 | 35954.2742 | 9704.3376 | 26249.9366 |
Total P&L (%) | 34.8003 | 11.9325 | 22.8678 | 35.9543 | 9.7043 | 26.2499 |
Avg Daily Profit (%) | 0.6682 | 0.2291 | 0.4391 | 0.5915 | 0.178 | 0.4486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15319 | -10805 | -12405 | -22547 | -14921 | -17184 |
Profit Factor | 1.3995 | 1.2984 | 1.4853 | 1.3138 | 1.1846 | 1.4233 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 54.4 | 52.381 | 56.4516 | 54.4 | 52.381 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.1731 | 1.1804 | 1.1458 | 1.1013 | 1.0769 | 1.098 |
Largest Winning Trade | 11277 | 8898 | 11277 | 14353 | 10137 | 14353 |
Largest Losing Trade | -6651 | -6651 | -6541 | -8757 | -7183 | -8757 |
Avg Bars in Trades | 198 | 198 | 197 | 198 | 198 | 197 |
Avg Bars in Winners | 228 | 216 | 239 | 228 | 216 | 239 |
Avg Bars in Losers | 161 | 177 | 144 | 161 | 177 | 144 |
Bars Traded | 24751 | 12484 | 12267 | 24751 | 12484 | 12267 |
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 | 305108 | -246139 | -149497 | 266355 | -324203 | -148262 |
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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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