Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99267.6562 | 59208.8748 | 40058.7815 | 120436.7405 | 84758.0582 | 35678.6823 |
Total P&L (%) | 99.2677 | 59.2089 | 40.0588 | 120.4367 | 84.7581 | 35.6787 |
Avg Daily Profit (%) | 0.7146 | 0.4262 | 0.2884 | 0.5707 | 0.4429 | 0.2199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51915 | -14833 | -47366 | -103072 | -32171 | -92527 |
Profit Factor | 1.3243 | 1.4288 | 1.2384 | 1.2336 | 1.372 | 1.124 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Losing Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Profitability (%) | 48.5232 | 48.3051 | 48.7395 | 48.5232 | 48.3051 | 48.7395 |
Ratio Avg Win / Avg Loss | 1.4049 | 1.5291 | 1.3025 | 1.3087 | 1.4683 | 1.1821 |
Largest Winning Trade | 19986 | 19986 | 14264 | 37279 | 37279 | 23467 |
Largest Losing Trade | -14483 | -8256 | -14483 | -25242 | -10177 | -25242 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 74 | 76 | 71 | 74 | 76 | 71 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 13102 | 6403 | 6699 | 13102 | 6403 | 6699 |
Profit Streak | 0 | 138.1246 | 0 | 0 | 138.1246 | 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 | 400918 | 313438 | 120875 | 336661 | 291961 | -81451 |
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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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