Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107399.7365 | 53575.7638 | 53823.9727 | 117129.9539 | 63965.1417 | 53164.8122 |
Total P&L (%) | 107.3997 | 53.5758 | 53.824 | 117.13 | 63.9651 | 53.1648 |
Avg Daily Profit (%) | 0.4124 | 0.2057 | 0.2067 | 0.2982 | 0.1901 | 0.1638 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59342 | -46967 | -27063 | -85724 | -66973 | -59330 |
Profit Factor | 1.2704 | 1.277 | 1.2642 | 1.1832 | 1.2097 | 1.159 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Profitability (%) | 54.8117 | 54.6218 | 55 | 54.8117 | 54.6218 | 55 |
Ratio Avg Win / Avg Loss | 1.0474 | 1.0609 | 1.0343 | 0.9754 | 1.005 | 0.9482 |
Largest Winning Trade | 24434 | 14398 | 24434 | 25466 | 20119 | 25466 |
Largest Losing Trade | -15931 | -15931 | -10950 | -24287 | -24287 | -18365 |
Avg Bars in Trades | 103 | 103 | 103 | 103 | 103 | 103 |
Avg Bars in Winners | 103 | 103 | 103 | 103 | 103 | 103 |
Avg Bars in Losers | 103 | 103 | 103 | 103 | 103 | 103 |
Bars Traded | 24801 | 12347 | 12454 | 24801 | 12347 | 12454 |
Profit Streak | 0 | 4.3784 | 0 | 0 | 4.3784 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353465 | 202211 | 197344 | -11784 | 207511 | -42127 |
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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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