Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93758.6972 | 64812.8062 | 28945.891 | 58330.1879 | 53256.5782 | 5073.6097 |
Total P&L (%) | 93.7587 | 64.8128 | 28.9459 | 58.3302 | 53.2566 | 5.0736 |
Avg Daily Profit (%) | 1.08 | 0.7466 | 0.3334 | 0.5307 | 0.493 | 0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72307 | -35987 | -44778 | -53462 | -28009 | -32150 |
Profit Factor | 1.362 | 1.515 | 1.2174 | 1.2975 | 1.5657 | 1.0498 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 124 | 68 | 56 | 124 | 68 | 56 |
Losing Trades | 208 | 98 | 110 | 208 | 98 | 110 |
Profitability (%) | 37.3494 | 40.9639 | 33.7349 | 37.3494 | 40.9639 | 33.7349 |
Ratio Avg Win / Avg Loss | 2.2846 | 2.1834 | 2.3913 | 2.1764 | 2.2565 | 2.062 |
Largest Winning Trade | 94514 | 94514 | 62600 | 77695 | 77695 | 31648 |
Largest Losing Trade | -5283 | -5283 | -4874 | -5027 | -5027 | -4583 |
Avg Bars in Trades | 74 | 76 | 72 | 74 | 76 | 72 |
Avg Bars in Winners | 107 | 105 | 109 | 107 | 105 | 109 |
Avg Bars in Losers | 55 | 57 | 53 | 55 | 57 | 53 |
Bars Traded | 24855 | 12780 | 12075 | 24855 | 12780 | 12075 |
Profit Streak | 0 | 0.606 | 0 | 0 | 0.606 | 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 | 339691 | 214676 | -1433 | 205887 | 120082 | -454901 |
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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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