Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122972.0082 | 72104.4215 | 50867.5866 | 129028.7021 | 69934.0249 | 59094.6773 |
Total P&L (%) | 122.972 | 72.1044 | 50.8676 | 129.0287 | 69.934 | 59.0947 |
Avg Daily Profit (%) | 0.2361 | 0.1384 | 0.0977 | 0.1592 | 0.1019 | 0.0892 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44695 | -37039 | -35488 | -106376 | -83025 | -70359 |
Profit Factor | 1.3854 | 1.4551 | 1.3166 | 1.215 | 1.2386 | 1.1925 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 51.938 | 49.2308 | 54.6875 | 51.938 | 49.2308 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.282 | 1.5006 | 1.0909 | 1.1243 | 1.2773 | 0.9881 |
Largest Winning Trade | 21270 | 21270 | 18356 | 39428 | 29550 | 39428 |
Largest Losing Trade | -27763 | -23312 | -27763 | -50166 | -31449 | -50166 |
Avg Bars in Trades | 190 | 209 | 171 | 190 | 209 | 171 |
Avg Bars in Winners | 186 | 199 | 174 | 186 | 199 | 174 |
Avg Bars in Losers | 195 | 218 | 168 | 195 | 218 | 168 |
Bars Traded | 24585 | 13591 | 10994 | 24585 | 13591 | 10994 |
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 | 308147 | -138623 | -202816 | 247014 | -189838 | -224171 |
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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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