Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104910.6605 | 19913.0852 | 84997.5753 | 102008.9464 | 15666.9565 | 86341.9899 |
Total P&L (%) | 104.9107 | 19.9131 | 84.9976 | 102.0089 | 15.667 | 86.342 |
Avg Daily Profit (%) | 0.4029 | 0.0765 | 0.3264 | 0.2704 | 0.0559 | 0.2393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62334 | -43658 | -24282 | -135762 | -89959 | -53685 |
Profit Factor | 1.4596 | 1.1324 | 2.0919 | 1.245 | 1.0591 | 1.5712 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 49.6 | 45.1613 | 53.9683 | 49.6 | 45.1613 | 53.9683 |
Ratio Avg Win / Avg Loss | 1.4831 | 1.375 | 1.7843 | 1.265 | 1.286 | 1.3402 |
Largest Winning Trade | 37492 | 37492 | 30114 | 72888 | 72888 | 30114 |
Largest Losing Trade | -20944 | -20944 | -9675 | -35784 | -35784 | -20824 |
Avg Bars in Trades | 196 | 190 | 201 | 196 | 190 | 201 |
Avg Bars in Winners | 262 | 230 | 288 | 262 | 230 | 288 |
Avg Bars in Losers | 130 | 157 | 98 | 130 | 157 | 98 |
Bars Traded | 24503 | 11824 | 12679 | 24503 | 11824 | 12679 |
Profit Streak | 0 | 13.861 | 0 | 0 | 13.861 | 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 | 330996 | -329581 | -134882 | 243016 | -440470 | -137863 |
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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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