Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110819.9736 | 44320.3193 | 66499.6543 | 95302.7615 | 18869.642 | 76433.1195 |
Total P&L (%) | 110.82 | 44.3203 | 66.4997 | 95.3028 | 18.8696 | 76.4331 |
Avg Daily Profit (%) | 0.2128 | 0.0851 | 0.1277 | 0.1286 | 0.0332 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77111 | -49613 | -43879 | -112977 | -60928 | -59851 |
Profit Factor | 1.2307 | 1.1915 | 1.267 | 1.1677 | 1.0681 | 1.2625 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Profitability (%) | 52.2088 | 51.6129 | 52.8 | 52.2088 | 51.6129 | 52.8 |
Ratio Avg Win / Avg Loss | 1.1265 | 1.1171 | 1.1327 | 1.0689 | 1.0013 | 1.1286 |
Largest Winning Trade | 32963 | 32963 | 24796 | 30007 | 25508 | 30007 |
Largest Losing Trade | -19427 | -15324 | -19427 | -29893 | -29893 | -26780 |
Avg Bars in Trades | 98 | 98 | 99 | 98 | 98 | 99 |
Avg Bars in Winners | 108 | 112 | 105 | 108 | 112 | 105 |
Avg Bars in Losers | 87 | 82 | 92 | 87 | 82 | 92 |
Bars Traded | 24594 | 12188 | 12406 | 24594 | 12188 | 12406 |
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 | 302790 | -91602 | -23345 | -56405 | -302419 | -47950 |
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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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