Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103816.9512 | 64361.4432 | 39455.508 | 64977.9718 | 67828.0815 | -2850.1097 |
Total P&L (%) | 103.817 | 64.3614 | 39.4555 | 64.978 | 67.8281 | -2.8501 |
Avg Daily Profit (%) | 0.3987 | 0.2471 | 0.1515 | 0.1924 | 0.199 | -0.0111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68381 | -39412 | -68832 | -137619 | -59283 | -139255 |
Profit Factor | 1.2417 | 1.3189 | 1.1733 | 1.0861 | 1.1972 | 0.9931 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 169 | 82 | 87 | 169 | 82 | 87 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 63.0597 | 61.194 | 64.9254 | 63.0597 | 61.194 | 64.9254 |
Ratio Avg Win / Avg Loss | 0.7274 | 0.8363 | 0.6338 | 0.6362 | 0.7592 | 0.5365 |
Largest Winning Trade | 18065 | 14967 | 18065 | 24797 | 18429 | 24797 |
Largest Losing Trade | -44792 | -27046 | -44792 | -81998 | -28226 | -81998 |
Avg Bars in Trades | 92 | 93 | 90 | 92 | 93 | 90 |
Avg Bars in Winners | 54 | 58 | 51 | 54 | 58 | 51 |
Avg Bars in Losers | 156 | 149 | 163 | 156 | 149 | 163 |
Bars Traded | 24678 | 12547 | 12131 | 24678 | 12547 | 12131 |
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 | 326851 | 217342 | -26297 | -118541 | 73350 | -580437 |
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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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