Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90743.6683 | 52331.7734 | 38411.8949 | 84472.9063 | 81089.4863 | 3383.4199 |
Total P&L (%) | 90.7437 | 52.3318 | 38.4119 | 84.4729 | 81.0895 | 3.3834 |
Avg Daily Profit (%) | 0.3485 | 0.201 | 0.1475 | 0.2354 | 0.2283 | 0.0128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60946 | -27981 | -48803 | -92609 | -41275 | -85841 |
Profit Factor | 1.3931 | 1.5992 | 1.2676 | 1.2228 | 1.6428 | 1.0134 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 62.0155 | 57.8125 | 66.1538 | 62.0155 | 57.8125 | 66.1538 |
Ratio Avg Win / Avg Loss | 0.8533 | 1.167 | 0.6486 | 0.7489 | 1.1988 | 0.5185 |
Largest Winning Trade | 16854 | 13152 | 16854 | 24657 | 21660 | 24657 |
Largest Losing Trade | -32994 | -15952 | -32994 | -61641 | -23960 | -61641 |
Avg Bars in Trades | 187 | 183 | 191 | 187 | 183 | 191 |
Avg Bars in Winners | 153 | 158 | 149 | 153 | 158 | 149 |
Avg Bars in Losers | 243 | 219 | 273 | 243 | 219 | 273 |
Bars Traded | 24212 | 11769 | 12443 | 24212 | 11769 | 12443 |
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 | 301674 | -131199 | -131265 | 229426 | -129700 | -680014 |
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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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