Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103793.4831 | 53798.1848 | 49995.2983 | 107826.4228 | 70030.3228 | 37796.1001 |
Total P&L (%) | 103.7935 | 53.7982 | 49.9953 | 107.8264 | 70.0303 | 37.7961 |
Avg Daily Profit (%) | 0.3986 | 0.2066 | 0.192 | 0.2813 | 0.204 | 0.1232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45691 | -31912 | -33407 | -96642 | -65837 | -73075 |
Profit Factor | 1.2486 | 1.2494 | 1.2476 | 1.1575 | 1.2061 | 1.1096 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Profitability (%) | 51.5625 | 52.3438 | 50.7813 | 51.5625 | 52.3438 | 50.7813 |
Ratio Avg Win / Avg Loss | 1.1729 | 1.1375 | 1.2093 | 1.0873 | 1.0981 | 1.0754 |
Largest Winning Trade | 16968 | 16968 | 15574 | 24634 | 24634 | 19589 |
Largest Losing Trade | -18244 | -18244 | -16647 | -36286 | -24729 | -36286 |
Avg Bars in Trades | 96 | 98 | 94 | 96 | 98 | 94 |
Avg Bars in Winners | 101 | 101 | 102 | 101 | 101 | 102 |
Avg Bars in Losers | 91 | 96 | 85 | 91 | 96 | 85 |
Bars Traded | 24697 | 12661 | 12036 | 24697 | 12661 | 12036 |
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 | 332426 | 182366 | 161061 | -38850 | 210941 | -132497 |
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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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