Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109468.9215 | 32396.6883 | 77072.2332 | 87321.0969 | 2783.2384 | 84537.8585 |
Total P&L (%) | 109.4689 | 32.3967 | 77.0722 | 87.3211 | 2.7832 | 84.5379 |
Avg Daily Profit (%) | 0.4204 | 0.1244 | 0.296 | 0.2413 | 0.0105 | 0.2355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48227 | -47640 | -26131 | -92491 | -108585 | -39488 |
Profit Factor | 1.2654 | 1.1512 | 1.389 | 1.1356 | 1.008 | 1.2848 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 50.9804 | 50 | 51.9685 | 50.9804 | 50 | 51.9685 |
Ratio Avg Win / Avg Loss | 1.2168 | 1.1512 | 1.2837 | 1.092 | 1.008 | 1.1875 |
Largest Winning Trade | 46624 | 46624 | 22757 | 83622 | 83622 | 25884 |
Largest Losing Trade | -25729 | -25729 | -13321 | -64894 | -64894 | -32690 |
Avg Bars in Trades | 95 | 91 | 99 | 95 | 91 | 99 |
Avg Bars in Winners | 107 | 102 | 111 | 107 | 102 | 111 |
Avg Bars in Losers | 83 | 79 | 86 | 83 | 79 | 86 |
Bars Traded | 24361 | 11690 | 12671 | 24361 | 11690 | 12671 |
Profit Streak | 0 | 0 | 6.0666 | 0 | 0 | 6.0666 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339939 | -85661 | 319689 | -63294 | -557842 | 278189 |
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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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