Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105902.4866 | 72732.8751 | 33169.6114 | 116101.9341 | 95479.2502 | 20622.6838 |
Total P&L (%) | 105.9025 | 72.7329 | 33.1696 | 116.1019 | 95.4793 | 20.6227 |
Avg Daily Profit (%) | 0.4067 | 0.2793 | 0.1274 | 0.2963 | 0.2577 | 0.072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59042 | -32781 | -47744 | -157794 | -80828 | -125709 |
Profit Factor | 1.4464 | 1.548 | 1.3174 | 1.2122 | 1.3185 | 1.0834 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 50.7813 | 54.6875 | 46.875 | 50.7813 | 54.6875 | 46.875 |
Ratio Avg Win / Avg Loss | 1.4019 | 1.2826 | 1.493 | 1.1749 | 1.0925 | 1.2278 |
Largest Winning Trade | 37736 | 37736 | 14711 | 50433 | 50433 | 32312 |
Largest Losing Trade | -22341 | -22341 | -11113 | -55486 | -55486 | -27610 |
Avg Bars in Trades | 192 | 196 | 189 | 192 | 196 | 189 |
Avg Bars in Winners | 235 | 246 | 223 | 235 | 246 | 223 |
Avg Bars in Losers | 148 | 136 | 159 | 148 | 136 | 159 |
Bars Traded | 24701 | 12577 | 12124 | 24701 | 12577 | 12124 |
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 | 338794 | -130070 | -167410 | 253332 | -131656 | -373844 |
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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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