Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45782.1611 | 22393.677 | 23388.4841 | 51600.4365 | 24901.0933 | 26699.3431 |
Total P&L (%) | 45.7822 | 22.3937 | 23.3885 | 51.6004 | 24.9011 | 26.6993 |
Avg Daily Profit (%) | 0.5274 | 0.258 | 0.2694 | 0.4804 | 0.2565 | 0.273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13203 | -10651 | -13331 | -16256 | -14439 | -16531 |
Profit Factor | 1.3124 | 1.3097 | 1.3149 | 1.2859 | 1.277 | 1.2948 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Profitability (%) | 54.5833 | 54.1667 | 55 | 54.5833 | 54.1667 | 55 |
Ratio Avg Win / Avg Loss | 1.092 | 1.1082 | 1.0759 | 1.07 | 1.0805 | 1.0594 |
Largest Winning Trade | 5152 | 4512 | 5152 | 6086 | 4854 | 6086 |
Largest Losing Trade | -5859 | -5859 | -5531 | -7312 | -6747 | -7312 |
Avg Bars in Trades | 102 | 102 | 102 | 102 | 102 | 102 |
Avg Bars in Winners | 92 | 89 | 95 | 92 | 89 | 95 |
Avg Bars in Losers | 113 | 117 | 110 | 113 | 117 | 110 |
Bars Traded | 24513 | 12253 | 12260 | 24513 | 12253 | 12260 |
Profit Streak | 0 | 0 | 4.7984 | 0 | 0 | 4.7984 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315852 | 57685 | 133926 | 312938 | 110207 | 174709 |
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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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