Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128138.2568 | 50093.6357 | 78044.6212 | 120203.8051 | 27349.9705 | 92853.8346 |
Total P&L (%) | 128.1383 | 50.0936 | 78.0446 | 120.2038 | 27.35 | 92.8538 |
Avg Daily Profit (%) | 0.246 | 0.0962 | 0.1498 | 0.1517 | 0.0464 | 0.1262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97388 | -50938 | -67267 | -80747 | -46229 | -59200 |
Profit Factor | 1.2787 | 1.2136 | 1.3464 | 1.2385 | 1.1048 | 1.3823 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 51.2397 | 48.7603 | 53.719 | 51.2397 | 48.7603 | 53.719 |
Ratio Avg Win / Avg Loss | 1.2168 | 1.2754 | 1.16 | 1.1786 | 1.161 | 1.1909 |
Largest Winning Trade | 25985 | 25985 | 21924 | 27745 | 20744 | 27745 |
Largest Losing Trade | -22866 | -18399 | -22866 | -20783 | -19845 | -20783 |
Avg Bars in Trades | 101 | 106 | 97 | 101 | 106 | 97 |
Avg Bars in Winners | 92 | 96 | 88 | 92 | 96 | 88 |
Avg Bars in Losers | 112 | 116 | 107 | 112 | 116 | 107 |
Bars Traded | 24634 | 12872 | 11762 | 24634 | 12872 | 11762 |
Profit Streak | 0 | 0 | 22.9311 | 0 | 0 | 22.9311 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317750 | -67620 | 290744 | 279883 | -240797 | -23261 |
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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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