Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88718.7179 | 44948.1304 | 43770.5875 | 90248.0671 | 69315.095 | 20932.9721 |
Total P&L (%) | 88.7187 | 44.9481 | 43.7706 | 90.2481 | 69.3151 | 20.933 |
Avg Daily Profit (%) | 0.3407 | 0.1726 | 0.1681 | 0.2473 | 0.2024 | 0.073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48636 | -40970 | -17984 | -43346 | -37848 | -33583 |
Profit Factor | 1.2346 | 1.2249 | 1.2456 | 1.1709 | 1.2603 | 1.08 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 137 | 73 | 64 | 137 | 73 | 64 |
Losing Trades | 130 | 60 | 70 | 130 | 60 | 70 |
Profitability (%) | 51.3109 | 54.8872 | 47.7612 | 51.3109 | 54.8872 | 47.7612 |
Ratio Avg Win / Avg Loss | 1.1716 | 1.0068 | 1.3623 | 1.1111 | 1.0359 | 1.1813 |
Largest Winning Trade | 12291 | 10742 | 12291 | 17579 | 17579 | 13271 |
Largest Losing Trade | -20542 | -20542 | -11478 | -18707 | -18707 | -18399 |
Avg Bars in Trades | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Winners | 90 | 84 | 96 | 90 | 84 | 96 |
Avg Bars in Losers | 94 | 101 | 89 | 94 | 101 | 89 |
Bars Traded | 24698 | 12261 | 12437 | 24698 | 12261 | 12437 |
Profit Streak | 0 | 2.3464 | 0 | 0 | 2.3464 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312445 | 107363 | 98908 | -24292 | 186850 | -236714 |
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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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