Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92776.5972 | 44141.0918 | 48635.5054 | 91007.6432 | 65393.4378 | 25614.2054 |
Total P&L (%) | 92.7766 | 44.1411 | 48.6355 | 91.0076 | 65.3934 | 25.6142 |
Avg Daily Profit (%) | 0.3563 | 0.1695 | 0.1868 | 0.2488 | 0.1934 | 0.0876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49429 | -22306 | -40801 | -70753 | -34593 | -56861 |
Profit Factor | 1.4266 | 1.5032 | 1.3748 | 1.2728 | 1.5434 | 1.1201 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 68 | 66.6667 | 69.3548 | 68 | 66.6667 | 69.3548 |
Ratio Avg Win / Avg Loss | 0.6713 | 0.7516 | 0.6075 | 0.599 | 0.7717 | 0.4949 |
Largest Winning Trade | 18241 | 10687 | 18241 | 24308 | 14307 | 24308 |
Largest Losing Trade | -30772 | -15917 | -30772 | -53671 | -22092 | -53671 |
Avg Bars in Trades | 193 | 192 | 195 | 193 | 192 | 195 |
Avg Bars in Winners | 139 | 140 | 138 | 139 | 140 | 138 |
Avg Bars in Losers | 309 | 296 | 323 | 309 | 296 | 323 |
Bars Traded | 24243 | 12126 | 12117 | 24243 | 12126 | 12117 |
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 | 339005 | -140750 | -148139 | 272110 | -138753 | -322632 |
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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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