Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140493.1747 | 68913.4416 | 71579.7331 | 196567.3585 | 103554.7367 | 93012.6218 |
Total P&L (%) | 140.4932 | 68.9134 | 71.5797 | 196.5674 | 103.5547 | 93.0126 |
Avg Daily Profit (%) | 0.5395 | 0.2646 | 0.2749 | 0.4183 | 0.2733 | 0.2528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40630 | -24262 | -32437 | -79529 | -58190 | -75608 |
Profit Factor | 1.3919 | 1.3918 | 1.392 | 1.2632 | 1.2908 | 1.2381 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 130 | 66 | 64 | 130 | 66 | 64 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 52.4194 | 53.2258 | 51.6129 | 52.4194 | 53.2258 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.2634 | 1.2231 | 1.305 | 1.1466 | 1.1344 | 1.1607 |
Largest Winning Trade | 24234 | 24234 | 17180 | 37641 | 37641 | 33067 |
Largest Losing Trade | -15622 | -15622 | -12537 | -28423 | -28423 | -26426 |
Avg Bars in Trades | 99 | 97 | 101 | 99 | 97 | 101 |
Avg Bars in Winners | 93 | 89 | 97 | 93 | 89 | 97 |
Avg Bars in Losers | 105 | 105 | 105 | 105 | 105 | 105 |
Bars Traded | 24664 | 12067 | 12597 | 24664 | 12067 | 12597 |
Profit Streak | 0 | 0 | 8.9769 | 0 | 0 | 8.9769 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409821 | 271569 | 327171 | 344225 | 254628 | 286526 |
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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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