Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117923.8486 | 94636.0444 | 23287.8042 | 63267.2758 | 20024.1885 | 43243.0872 |
Total P&L (%) | 117.9238 | 94.636 | 23.2878 | 63.2673 | 20.0242 | 43.2431 |
Avg Daily Profit (%) | 0.2043 | 0.164 | 0.0404 | 0.085 | 0.0316 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82675 | -51121 | -41585 | -70206 | -68742 | -26591 |
Profit Factor | 1.3232 | 1.4115 | 1.1727 | 1.202 | 1.0934 | 1.4369 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 56 | 59.6774 | 52.381 | 56 | 59.6774 | 52.381 |
Ratio Avg Win / Avg Loss | 1.0397 | 0.9537 | 1.0661 | 0.9444 | 0.7388 | 1.3063 |
Largest Winning Trade | 41859 | 41859 | 16218 | 46304 | 46304 | 25450 |
Largest Losing Trade | -39006 | -39006 | -23738 | -38160 | -38160 | -16971 |
Avg Bars in Trades | 104 | 162 | 46 | 104 | 162 | 46 |
Avg Bars in Winners | 84 | 111 | 54 | 84 | 111 | 54 |
Avg Bars in Losers | 128 | 238 | 37 | 128 | 238 | 37 |
Bars Traded | 13023 | 10077 | 2946 | 13023 | 10077 | 2946 |
Profit Streak | 499.829 | 0 | 501.1206 | 499.829 | 0 | 501.1206 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330742 | -146904 | -320424 | -80821 | -430222 | -256938 |
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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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