Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93398.6061 | 56767.8736 | 36630.7326 | 95775.6118 | 69180.8134 | 26594.7985 |
Total P&L (%) | 93.3986 | 56.7679 | 36.6307 | 95.7756 | 69.1808 | 26.5948 |
Avg Daily Profit (%) | 0.6724 | 0.4087 | 0.2637 | 0.4848 | 0.3792 | 0.1699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35794 | -30275 | -30794 | -58616 | -32060 | -52336 |
Profit Factor | 1.2968 | 1.343 | 1.2455 | 1.2255 | 1.3203 | 1.1274 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Losing Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Profitability (%) | 49.3976 | 52.4194 | 46.4 | 49.3976 | 52.4194 | 46.4 |
Ratio Avg Win / Avg Loss | 1.3284 | 1.219 | 1.4387 | 1.2554 | 1.1984 | 1.3023 |
Largest Winning Trade | 27381 | 27381 | 14039 | 29230 | 29230 | 13823 |
Largest Losing Trade | -26182 | -26182 | -11018 | -28323 | -28323 | -18329 |
Avg Bars in Trades | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Winners | 60 | 59 | 61 | 60 | 59 | 61 |
Avg Bars in Losers | 42 | 46 | 39 | 42 | 46 | 39 |
Bars Traded | 12788 | 6608 | 6180 | 12788 | 6608 | 6180 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396353 | 258352 | 71672 | 322958 | 274096 | -79838 |
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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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