Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105097.2859 | 61090.5333 | 44006.7527 | 58568.1908 | 1871.3582 | 56696.8325 |
Total P&L (%) | 105.0973 | 61.0905 | 44.0068 | 58.5682 | 1.8714 | 56.6968 |
Avg Daily Profit (%) | 0.4036 | 0.2346 | 0.169 | 0.1772 | 0.0071 | 0.1726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65178 | -52020 | -32003 | -61872 | -58668 | -33221 |
Profit Factor | 1.3017 | 1.2567 | 1.3985 | 1.1508 | 1.0069 | 1.485 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 110 | 49 | 61 | 110 | 49 | 61 |
Losing Trades | 136 | 74 | 62 | 136 | 74 | 62 |
Profitability (%) | 44.7154 | 39.8374 | 49.5935 | 44.7154 | 39.8374 | 49.5935 |
Ratio Avg Win / Avg Loss | 1.6093 | 1.8979 | 1.4214 | 1.4228 | 1.5206 | 1.5094 |
Largest Winning Trade | 104615 | 104615 | 26664 | 85712 | 85712 | 28722 |
Largest Losing Trade | -13883 | -13883 | -5172 | -25564 | -25564 | -6858 |
Avg Bars in Trades | 100 | 171 | 28 | 100 | 171 | 28 |
Avg Bars in Winners | 135 | 252 | 41 | 135 | 252 | 41 |
Avg Bars in Losers | 71 | 118 | 16 | 71 | 118 | 16 |
Bars Traded | 24666 | 21103 | 3563 | 24666 | 21103 | 3563 |
Profit Streak | 0 | 0 | 3.6359 | 0 | 0 | 3.6359 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302493 | 96406 | 164628 | -50177 | -566501 | 260033 |
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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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