Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79491.7058 | 46688.3338 | 32803.372 | 79769.2851 | 37227.4089 | 42541.8762 |
Total P&L (%) | 79.4917 | 46.6883 | 32.8034 | 79.7693 | 37.2274 | 42.5419 |
Avg Daily Profit (%) | 0.9157 | 0.5378 | 0.3779 | 0.6779 | 0.3652 | 0.4092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35791 | -24226 | -18728 | -49455 | -41185 | -34808 |
Profit Factor | 1.2971 | 1.3589 | 1.2387 | 1.1876 | 1.1773 | 1.1976 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 176 | 90 | 86 | 176 | 90 | 86 |
Profitability (%) | 38.0282 | 36.6197 | 39.4366 | 38.0282 | 36.6197 | 39.4366 |
Ratio Avg Win / Avg Loss | 2.1138 | 2.3519 | 1.9022 | 1.9353 | 2.0376 | 1.8392 |
Largest Winning Trade | 32053 | 32053 | 13826 | 35954 | 35954 | 27060 |
Largest Losing Trade | -15272 | -6210 | -15272 | -20219 | -10436 | -20219 |
Avg Bars in Trades | 87 | 87 | 86 | 87 | 87 | 86 |
Avg Bars in Winners | 139 | 139 | 139 | 139 | 139 | 139 |
Avg Bars in Losers | 54 | 56 | 52 | 54 | 56 | 52 |
Bars Traded | 24710 | 12384 | 12326 | 24710 | 12384 | 12326 |
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 | 320768 | 111868 | 31211 | -6471 | -25154 | -827 |
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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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