Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91985.1732 | 54043.9192 | 37941.2541 | 107194.0093 | 67098.1055 | 40095.9037 |
Total P&L (%) | 91.9852 | 54.0439 | 37.9413 | 107.194 | 67.0981 | 40.0959 |
Avg Daily Profit (%) | 0.6622 | 0.3891 | 0.2731 | 0.5258 | 0.3703 | 0.243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51112 | -17214 | -52617 | -85229 | -26053 | -85732 |
Profit Factor | 1.3371 | 1.4662 | 1.2417 | 1.2704 | 1.403 | 1.1744 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 44.6512 | 42.9907 | 46.2963 | 44.6512 | 42.9907 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.6574 | 1.9444 | 1.4403 | 1.5747 | 1.8605 | 1.3623 |
Largest Winning Trade | 20450 | 20450 | 14930 | 28679 | 28679 | 23037 |
Largest Losing Trade | -14910 | -8308 | -14910 | -21558 | -11082 | -21558 |
Avg Bars in Trades | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Winners | 82 | 82 | 82 | 82 | 82 | 82 |
Avg Bars in Losers | 42 | 40 | 45 | 42 | 40 | 45 |
Bars Traded | 13022 | 6253 | 6769 | 13022 | 6253 | 6769 |
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 | 369245 | 201875 | 74881 | 312613 | 213521 | -26451 |
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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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