Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98972.0988 | 16215.8192 | 82756.2796 | 120892.0885 | 10777.2912 | 110114.7973 |
Total P&L (%) | 98.9721 | 16.2158 | 82.7563 | 120.8921 | 10.7773 | 110.1148 |
Avg Daily Profit (%) | 0.38 | 0.0623 | 0.3178 | 0.3048 | 0.0393 | 0.2855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22919 | -25074 | -16281 | -31922 | -39303 | -34717 |
Profit Factor | 1.4 | 1.1097 | 1.8309 | 1.3085 | 1.0458 | 1.7045 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 53.6082 | 52.5773 | 54.6392 | 53.6082 | 52.5773 | 54.6392 |
Ratio Avg Win / Avg Loss | 1.2116 | 1.0009 | 1.52 | 1.1324 | 0.9432 | 1.4151 |
Largest Winning Trade | 21727 | 17951 | 21727 | 30451 | 30451 | 23394 |
Largest Losing Trade | -11358 | -11358 | -10708 | -25513 | -25513 | -13380 |
Avg Bars in Trades | 126 | 147 | 105 | 126 | 147 | 105 |
Avg Bars in Winners | 121 | 121 | 122 | 121 | 121 | 122 |
Avg Bars in Losers | 131 | 175 | 86 | 131 | 175 | 86 |
Bars Traded | 24532 | 14277 | 10255 | 24532 | 14277 | 10255 |
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 | 357951 | -220403 | 396438 | 314657 | -455210 | 337729 |
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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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