Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73812.8933 | 52670.6215 | 21142.2718 | 58981.6991 | 57678.5569 | 1303.1423 |
Total P&L (%) | 73.8129 | 52.6706 | 21.1423 | 58.9817 | 57.6786 | 1.3031 |
Avg Daily Profit (%) | 0.5314 | 0.3792 | 0.1522 | 0.3343 | 0.3284 | 0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45620 | -33936 | -38827 | -54417 | -29447 | -48057 |
Profit Factor | 1.2494 | 1.367 | 1.1387 | 1.187 | 1.4061 | 1.0075 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Profitability (%) | 56.3452 | 58.1633 | 54.5455 | 56.3452 | 58.1633 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.968 | 0.9833 | 0.949 | 0.9197 | 1.0114 | 0.8396 |
Largest Winning Trade | 19404 | 19404 | 13006 | 19333 | 19333 | 12919 |
Largest Losing Trade | -25792 | -25792 | -23881 | -24775 | -22105 | -24775 |
Avg Bars in Trades | 65 | 66 | 63 | 65 | 66 | 63 |
Avg Bars in Winners | 69 | 73 | 65 | 69 | 73 | 65 |
Avg Bars in Losers | 59 | 56 | 61 | 59 | 56 | 61 |
Bars Traded | 12806 | 6506 | 6300 | 12806 | 6506 | 6300 |
Profit Streak | 0 | 137.4612 | 0 | 0 | 137.4612 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310831 | 243659 | -69975 | -8338 | 308647 | -561560 |
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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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