Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42429.6315 | 20497.5622 | 21932.0694 | 44427.8488 | 20064.2958 | 24363.553 |
Total P&L (%) | 42.4296 | 20.4976 | 21.9321 | 44.4278 | 20.0643 | 24.3636 |
Avg Daily Profit (%) | 0.5489 | 0.2652 | 0.2837 | 0.4767 | 0.2368 | 0.2825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34388 | -35540 | -5772 | -39868 | -40734 | -6876 |
Profit Factor | 1.3565 | 1.2358 | 1.6836 | 1.3399 | 1.2111 | 1.6829 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Losing Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Profitability (%) | 53.4392 | 53.1915 | 53.6842 | 53.4392 | 53.1915 | 53.6842 |
Ratio Avg Win / Avg Loss | 1.1819 | 1.0875 | 1.4525 | 1.1674 | 1.0658 | 1.4519 |
Largest Winning Trade | 9063 | 9063 | 4379 | 10014 | 10014 | 6176 |
Largest Losing Trade | -11448 | -11448 | -4709 | -14946 | -14946 | -4601 |
Avg Bars in Trades | 113 | 198 | 28 | 113 | 198 | 28 |
Avg Bars in Winners | 86 | 141 | 31 | 86 | 141 | 31 |
Avg Bars in Losers | 144 | 262 | 26 | 144 | 262 | 26 |
Bars Traded | 21380 | 18631 | 2749 | 21380 | 18631 | 2749 |
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 | 305441 | -554 | 138523 | 285963 | -1235 | 186439 |
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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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