Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79385.4721 | 49334.8268 | 30050.6453 | 78151.5706 | 56701.9384 | 21449.6322 |
Total P&L (%) | 79.3855 | 49.3348 | 30.0506 | 78.1516 | 56.7019 | 21.4496 |
Avg Daily Profit (%) | 0.5715 | 0.3552 | 0.2163 | 0.4166 | 0.3239 | 0.14 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56366 | -19396 | -53041 | -97631 | -29749 | -91482 |
Profit Factor | 1.2495 | 1.3218 | 1.1823 | 1.1639 | 1.2524 | 1.0851 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Profitability (%) | 46.6403 | 47.619 | 45.6693 | 46.6403 | 47.619 | 45.6693 |
Ratio Avg Win / Avg Loss | 1.4295 | 1.4539 | 1.4065 | 1.3316 | 1.3776 | 1.2909 |
Largest Winning Trade | 21055 | 21055 | 13891 | 30891 | 30891 | 21725 |
Largest Losing Trade | -14555 | -11121 | -14555 | -23555 | -16053 | -23555 |
Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Winners | 63 | 66 | 60 | 63 | 66 | 60 |
Avg Bars in Losers | 41 | 39 | 42 | 41 | 39 | 42 |
Bars Traded | 13052 | 6585 | 6467 | 13052 | 6585 | 6467 |
Profit Streak | 0 | 132.6468 | 0 | 0 | 132.6468 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317066 | 194870 | -19013 | -32516 | 188195 | -142690 |
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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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