Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51559.5472 | 31266.2841 | 20293.2631 | 55941.0535 | 27759.5491 | 28181.5044 |
Total P&L (%) | 51.5595 | 31.2663 | 20.2933 | 55.9411 | 27.7595 | 28.1815 |
Avg Daily Profit (%) | 0.5939 | 0.3602 | 0.2338 | 0.5131 | 0.2826 | 0.2864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15490 | -15212 | -7632 | -22761 | -20849 | -10942 |
Profit Factor | 1.396 | 1.3492 | 1.499 | 1.2969 | 1.2133 | 1.4838 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 90 | 37 | 53 | 90 | 37 | 53 |
Losing Trades | 95 | 55 | 40 | 95 | 55 | 40 |
Profitability (%) | 48.6486 | 40.2174 | 56.9892 | 48.6486 | 40.2174 | 56.9892 |
Ratio Avg Win / Avg Loss | 1.4735 | 2.0055 | 1.1314 | 1.369 | 1.8035 | 1.1198 |
Largest Winning Trade | 16433 | 16433 | 6295 | 20491 | 20491 | 9001 |
Largest Losing Trade | -6380 | -6380 | -2456 | -10612 | -10612 | -3386 |
Avg Bars in Trades | 132 | 241 | 24 | 132 | 241 | 24 |
Avg Bars in Winners | 174 | 390 | 24 | 174 | 390 | 24 |
Avg Bars in Losers | 91 | 140 | 23 | 91 | 140 | 23 |
Bars Traded | 24436 | 22187 | 2249 | 24436 | 22187 | 2249 |
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 | 321321 | 51386 | 62119 | 285184 | -377 | 198097 |
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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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