Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92335.3884 | 63236.6127 | 29098.7757 | 126743.2788 | 81674.3895 | 45068.8893 |
Total P&L (%) | 92.3354 | 63.2366 | 29.0988 | 126.7433 | 81.6744 | 45.0689 |
Avg Daily Profit (%) | 1.0636 | 0.7284 | 0.3352 | 0.9475 | 0.6901 | 0.4295 |
Buy And Hold Return (%) | 30.6791 | 30.6791 | 30.6791 | 30.6791 | 30.6791 | 30.6791 |
Max Trade Drawdown | -27497 | -14142 | -15821 | -65805 | -31284 | -36684 |
Profit Factor | 1.7857 | 2.1617 | 1.4613 | 1.5764 | 1.7949 | 1.3847 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 50.8333 | 51.6667 | 50 | 50.8333 | 51.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.7272 | 2.0223 | 1.4613 | 1.5247 | 1.6791 | 1.3847 |
Largest Winning Trade | 19983 | 19983 | 12356 | 28034 | 28034 | 23807 |
Largest Losing Trade | -13896 | -4603 | -13896 | -32412 | -11255 | -32412 |
Avg Bars in Trades | 202 | 209 | 195 | 202 | 209 | 195 |
Avg Bars in Winners | 270 | 295 | 245 | 270 | 295 | 245 |
Avg Bars in Losers | 132 | 117 | 146 | 132 | 117 | 146 |
Bars Traded | 24300 | 12566 | 11734 | 24300 | 12566 | 11734 |
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 | 422719 | -160863 | -327058 | 436875 | -159107 | -180796 |
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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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