Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89469.5544 | 54618.1786 | 34851.3758 | 82856.9933 | 72215.0992 | 10641.8941 |
Total P&L (%) | 89.4696 | 54.6182 | 34.8514 | 82.857 | 72.2151 | 10.6419 |
Avg Daily Profit (%) | 0.3436 | 0.2097 | 0.1338 | 0.232 | 0.2089 | 0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61426 | -39547 | -32366 | -168754 | -113539 | -71018 |
Profit Factor | 1.2871 | 1.3837 | 1.2059 | 1.1538 | 1.279 | 1.038 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 53.9216 | 52.9412 | 54.902 | 53.9216 | 52.9412 | 54.902 |
Ratio Avg Win / Avg Loss | 1.0999 | 1.2299 | 0.9906 | 0.986 | 1.1369 | 0.8527 |
Largest Winning Trade | 37679 | 37679 | 17027 | 68218 | 68218 | 17138 |
Largest Losing Trade | -16174 | -16174 | -13415 | -22974 | -20516 | -22974 |
Avg Bars in Trades | 120 | 107 | 133 | 120 | 107 | 133 |
Avg Bars in Winners | 133 | 115 | 151 | 133 | 115 | 151 |
Avg Bars in Losers | 104 | 99 | 110 | 104 | 99 | 110 |
Bars Traded | 24590 | 11005 | 13585 | 24590 | 11005 | 13585 |
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 | 325223 | 215183 | -20249 | -44960 | 228829 | -468249 |
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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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