Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98839.5898 | 59517.9356 | 39321.6542 | 110462.2313 | 101883.6011 | 8578.6302 |
Total P&L (%) | 98.8396 | 59.5179 | 39.3217 | 110.4622 | 101.8836 | 8.5786 |
Avg Daily Profit (%) | 0.3795 | 0.2285 | 0.151 | 0.2862 | 0.2701 | 0.0316 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49366 | -37681 | -28070 | -150492 | -87926 | -90771 |
Profit Factor | 1.3952 | 1.4551 | 1.3295 | 1.1914 | 1.3659 | 1.0287 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 69.697 | 69.697 | 69.697 | 69.697 | 69.697 | 69.697 |
Ratio Avg Win / Avg Loss | 0.6066 | 0.6327 | 0.578 | 0.518 | 0.5939 | 0.4473 |
Largest Winning Trade | 14567 | 14567 | 10238 | 23828 | 23828 | 18934 |
Largest Losing Trade | -18366 | -16067 | -18366 | -50539 | -37529 | -50539 |
Avg Bars in Trades | 185 | 190 | 179 | 185 | 190 | 179 |
Avg Bars in Winners | 114 | 111 | 117 | 114 | 111 | 117 |
Avg Bars in Losers | 348 | 372 | 323 | 348 | 372 | 323 |
Bars Traded | 24478 | 12599 | 11879 | 24478 | 12599 | 11879 |
Profit Streak | 0 | 0 | 12.8583 | 0 | 0 | 12.8583 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347826 | -116491 | -118895 | -1819 | -115982 | -629456 |
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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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