Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126304.3769 | 74843.6429 | 51460.7339 | 173987.0088 | 119777.8625 | 54209.1463 |
Total P&L (%) | 126.3044 | 74.8436 | 51.4607 | 173.987 | 119.7779 | 54.2091 |
Avg Daily Profit (%) | 0.9093 | 0.5388 | 0.3705 | 0.7282 | 0.5685 | 0.3123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34677 | -30934 | -35404 | -53280 | -32403 | -56966 |
Profit Factor | 1.4442 | 1.5083 | 1.3753 | 1.3897 | 1.5641 | 1.2316 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 131 | 61 | 70 | 131 | 61 | 70 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 55.2743 | 51.6949 | 58.8235 | 55.2743 | 51.6949 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.1686 | 1.4094 | 0.9627 | 1.1245 | 1.4615 | 0.8621 |
Largest Winning Trade | 22940 | 22940 | 12947 | 30010 | 30010 | 21892 |
Largest Losing Trade | -26304 | -26304 | -17433 | -37619 | -27422 | -37619 |
Avg Bars in Trades | 55 | 55 | 54 | 55 | 55 | 54 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 50 | 50 | 51 | 50 | 50 | 51 |
Bars Traded | 13066 | 6579 | 6487 | 13066 | 6579 | 6487 |
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 | 502263 | 362578 | 210382 | 464784 | 383983 | 167462 |
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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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