Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99013.0609 | 68484.4728 | 30528.5881 | 70927.5261 | 70208.2293 | 719.2967 |
Total P&L (%) | 99.0131 | 68.4845 | 30.5286 | 70.9275 | 70.2082 | 0.7193 |
Avg Daily Profit (%) | 1.1406 | 0.7889 | 0.3517 | 0.6194 | 0.6145 | 0.0083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66976 | -34671 | -36202 | -50195 | -27204 | -25894 |
Profit Factor | 1.4356 | 1.651 | 1.2501 | 1.4026 | 1.9279 | 1.0072 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Losing Trades | 141 | 66 | 75 | 141 | 66 | 75 |
Profitability (%) | 48.3516 | 51.4706 | 45.2555 | 48.3516 | 51.4706 | 45.2555 |
Ratio Avg Win / Avg Loss | 1.5335 | 1.5567 | 1.5122 | 1.4982 | 1.8178 | 1.2183 |
Largest Winning Trade | 90089 | 90089 | 61403 | 90401 | 90401 | 38175 |
Largest Losing Trade | -10390 | -7367 | -10390 | -19820 | -5783 | -19820 |
Avg Bars in Trades | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Winners | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Losers | 91 | 94 | 88 | 91 | 94 | 88 |
Bars Traded | 24636 | 12229 | 12407 | 24636 | 12229 | 12407 |
Profit Streak | 0 | 0.7516 | 0 | 0 | 0.7516 | 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 | 500730 | 378934 | 99370 | 387256 | 348161 | -564213 |
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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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