Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100825.3026 | 58496.3713 | 42328.9314 | 101271.9249 | 64505.4819 | 36766.443 |
Total P&L (%) | 100.8253 | 58.4964 | 42.3289 | 101.2719 | 64.5055 | 36.7664 |
Avg Daily Profit (%) | 0.3872 | 0.2246 | 0.1625 | 0.269 | 0.1913 | 0.1203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47148 | -30889 | -32025 | -85142 | -72229 | -42523 |
Profit Factor | 1.3281 | 1.3489 | 1.3031 | 1.2106 | 1.2441 | 1.1697 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 116 | 52 | 64 | 116 | 52 | 64 |
Losing Trades | 136 | 74 | 62 | 136 | 74 | 62 |
Profitability (%) | 46.0317 | 41.2698 | 50.7937 | 46.0317 | 41.2698 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.5571 | 1.9195 | 1.2624 | 1.4193 | 1.7704 | 1.1332 |
Largest Winning Trade | 56688 | 56688 | 10827 | 76765 | 76765 | 14357 |
Largest Losing Trade | -10767 | -8630 | -10767 | -20729 | -20729 | -16648 |
Avg Bars in Trades | 98 | 88 | 108 | 98 | 88 | 108 |
Avg Bars in Winners | 132 | 119 | 143 | 132 | 119 | 143 |
Avg Bars in Losers | 68 | 65 | 71 | 68 | 65 | 71 |
Bars Traded | 24730 | 11116 | 13614 | 24730 | 11116 | 13614 |
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 | 322813 | 127725 | 139542 | 220595 | 108849 | -70257 |
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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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