Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49963.1268 | 17702.2453 | 32260.8815 | 27575.5008 | 26633.5315 | 941.9693 |
Total P&L (%) | 49.9631 | 17.7022 | 32.2609 | 27.5755 | 26.6335 | 0.942 |
Avg Daily Profit (%) | 0.5755 | 0.2039 | 0.3716 | 0.2809 | 0.2724 | 0.0108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35944 | -21417 | -34655 | -67658 | -25939 | -67658 |
Profit Factor | 1.209 | 1.1723 | 1.2367 | 1.0914 | 1.2281 | 1.0051 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 123 | 64 | 59 | 123 | 64 | 59 |
Profitability (%) | 52.5097 | 50.3876 | 54.6154 | 52.5097 | 50.3876 | 54.6154 |
Ratio Avg Win / Avg Loss | 1.0935 | 1.1543 | 1.0277 | 0.9871 | 1.2092 | 0.8352 |
Largest Winning Trade | 49312 | 19659 | 49312 | 53884 | 32076 | 53884 |
Largest Losing Trade | -34655 | -6529 | -34655 | -67658 | -7579 | -67658 |
Avg Bars in Trades | 94 | 91 | 97 | 94 | 91 | 97 |
Avg Bars in Winners | 103 | 98 | 108 | 103 | 98 | 108 |
Avg Bars in Losers | 84 | 85 | 82 | 84 | 85 | 82 |
Bars Traded | 24462 | 11850 | 12612 | 24462 | 11850 | 12612 |
Profit Streak | 0 | 1.1499 | 0 | 0 | 1.1499 | 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 | 315213 | -36670 | 155425 | -116892 | -451 | -562327 |
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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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