Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89238.3198 | 68624.6197 | 20613.7001 | 67632.4711 | 76896.1586 | -9263.6875 |
Total P&L (%) | 89.2383 | 68.6246 | 20.6137 | 67.6325 | 76.8962 | -9.2637 |
Avg Daily Profit (%) | 1.028 | 0.7905 | 0.2375 | 0.5969 | 0.6592 | -0.1119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56236 | -23918 | -45353 | -46621 | -21442 | -41185 |
Profit Factor | 1.3751 | 1.6781 | 1.1508 | 1.3066 | 1.9141 | 0.9321 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Losing Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Profitability (%) | 34.874 | 38.6555 | 31.0924 | 34.874 | 38.6555 | 31.0924 |
Ratio Avg Win / Avg Loss | 2.5679 | 2.6631 | 2.5504 | 2.44 | 3.0375 | 2.0658 |
Largest Winning Trade | 67176 | 67176 | 57606 | 85859 | 85859 | 46716 |
Largest Losing Trade | -15909 | -4090 | -15909 | -33993 | -3768 | -33993 |
Avg Bars in Trades | 103 | 102 | 103 | 103 | 102 | 103 |
Avg Bars in Winners | 180 | 172 | 190 | 180 | 172 | 190 |
Avg Bars in Losers | 62 | 59 | 64 | 62 | 59 | 64 |
Bars Traded | 24619 | 12253 | 12366 | 24619 | 12253 | 12366 |
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 | 288624 | 339729 | -61641 | 198244 | 319023 | -587537 |
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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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