Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121244.0373 | 59077.7466 | 62166.2907 | 141359.7301 | 71822.3365 | 69537.3936 |
Total P&L (%) | 121.244 | 59.0777 | 62.1663 | 141.3597 | 71.8223 | 69.5374 |
Avg Daily Profit (%) | 0.4656 | 0.2269 | 0.2387 | 0.3389 | 0.2081 | 0.2029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59725 | -35149 | -30462 | -181520 | -110477 | -88301 |
Profit Factor | 1.3091 | 1.2967 | 1.3218 | 1.1731 | 1.1685 | 1.1782 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Losing Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Profitability (%) | 51.0949 | 50.365 | 51.8248 | 51.0949 | 50.365 | 51.8248 |
Ratio Avg Win / Avg Loss | 1.253 | 1.2779 | 1.2287 | 1.1228 | 1.1516 | 1.0952 |
Largest Winning Trade | 34180 | 34180 | 20680 | 59395 | 59395 | 26580 |
Largest Losing Trade | -13490 | -10656 | -13490 | -44306 | -41672 | -44306 |
Avg Bars in Trades | 90 | 90 | 89 | 90 | 90 | 89 |
Avg Bars in Winners | 101 | 93 | 108 | 101 | 93 | 108 |
Avg Bars in Losers | 78 | 87 | 69 | 78 | 87 | 69 |
Bars Traded | 24727 | 12409 | 12318 | 24727 | 12409 | 12318 |
Profit Streak | 0 | 0 | 5.9697 | 0 | 0 | 5.9697 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367556 | 203287 | 268816 | -21102 | -29019 | -17107 |
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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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