Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92954.4369 | 56658.3714 | 36296.0654 | 109450.4201 | 58223.2784 | 51227.1417 |
Total P&L (%) | 92.9544 | 56.6584 | 36.2961 | 109.4504 | 58.2233 | 51.2271 |
Avg Daily Profit (%) | 0.3569 | 0.2176 | 0.1394 | 0.2843 | 0.1763 | 0.159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47450 | -23029 | -36027 | -42656 | -25960 | -32378 |
Profit Factor | 1.4606 | 1.5848 | 1.3459 | 1.5251 | 1.559 | 1.4912 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 71.7391 | 73.913 | 69.5652 | 71.7391 | 73.913 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.5754 | 0.5593 | 0.5888 | 0.6008 | 0.5503 | 0.6524 |
Largest Winning Trade | 11493 | 11493 | 9893 | 13114 | 13114 | 11248 |
Largest Losing Trade | -22933 | -18829 | -22933 | -23235 | -17882 | -23235 |
Avg Bars in Trades | 178 | 177 | 179 | 178 | 177 | 179 |
Avg Bars in Winners | 132 | 141 | 123 | 132 | 141 | 123 |
Avg Bars in Losers | 295 | 280 | 307 | 295 | 280 | 307 |
Bars Traded | 24683 | 12278 | 12405 | 24683 | 12278 | 12405 |
Profit Streak | 0 | 0 | 33.2515 | 0 | 0 | 33.2515 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365356 | -92936 | -109733 | 357207 | -93342 | -93301 |
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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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