Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94900.9889 | 62746.9683 | 32154.0206 | 127165.5081 | 104425.7266 | 22739.7814 |
Total P&L (%) | 94.901 | 62.747 | 32.154 | 127.1655 | 104.4257 | 22.7398 |
Avg Daily Profit (%) | 0.3644 | 0.2409 | 0.1235 | 0.3156 | 0.2749 | 0.0787 |
Buy And Hold Return (%) | 27.107 | 27.107 | 27.107 | 27.107 | 27.107 | 27.107 |
Max Trade Drawdown | -24083 | -24257 | -20304 | -29294 | -29914 | -42223 |
Profit Factor | 1.6108 | 1.8303 | 1.4029 | 1.4835 | 1.9217 | 1.1519 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 72.5926 | 72.0588 | 73.1343 | 72.5926 | 72.0588 | 73.1343 |
Ratio Avg Win / Avg Loss | 0.6082 | 0.7097 | 0.5153 | 0.5601 | 0.7452 | 0.4231 |
Largest Winning Trade | 13286 | 13286 | 6435 | 19623 | 19623 | 11552 |
Largest Losing Trade | -23883 | -23883 | -11118 | -29051 | -29051 | -20186 |
Avg Bars in Trades | 180 | 186 | 173 | 180 | 186 | 173 |
Avg Bars in Winners | 113 | 122 | 104 | 113 | 122 | 104 |
Avg Bars in Losers | 356 | 350 | 362 | 356 | 350 | 362 |
Bars Traded | 24315 | 12679 | 11636 | 24315 | 12679 | 11636 |
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 | 306814 | -103840 | -252063 | 303502 | -100936 | -423812 |
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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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