Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79668.6144 | 53817.2401 | 25851.3744 | 65899.0532 | 22901.9589 | 42997.0943 |
Total P&L (%) | 79.6686 | 53.8172 | 25.8514 | 65.8991 | 22.902 | 42.9971 |
Avg Daily Profit (%) | 0.9177 | 0.6199 | 0.2978 | 0.5848 | 0.2378 | 0.4128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39701 | -27417 | -35936 | -57779 | -50558 | -33103 |
Profit Factor | 1.3149 | 1.4156 | 1.2093 | 1.1861 | 1.1221 | 1.2583 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 158 | 83 | 75 | 158 | 83 | 75 |
Profitability (%) | 37.3016 | 34.127 | 40.4762 | 37.3016 | 34.127 | 40.4762 |
Ratio Avg Win / Avg Loss | 2.2101 | 2.7325 | 1.7784 | 1.9937 | 2.1659 | 1.8504 |
Largest Winning Trade | 51980 | 51980 | 22276 | 43070 | 43070 | 28053 |
Largest Losing Trade | -13372 | -6237 | -13372 | -12791 | -9753 | -12791 |
Avg Bars in Trades | 98 | 86 | 110 | 98 | 86 | 110 |
Avg Bars in Winners | 155 | 132 | 175 | 155 | 132 | 175 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 24707 | 10836 | 13871 | 24707 | 10836 | 13871 |
Profit Streak | 0 | 0 | 1.9303 | 0 | 0 | 1.9304 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308554 | 132978 | -2389 | -9610 | -90475 | 15036 |
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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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