Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71430.6098 | 50559.106 | 20871.5037 | 59313.1445 | 63701.1941 | -4388.0497 |
Total P&L (%) | 71.4306 | 50.5591 | 20.8715 | 59.3131 | 63.7012 | -4.3881 |
Avg Daily Profit (%) | 0.5142 | 0.364 | 0.1503 | 0.3358 | 0.3554 | -0.0323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33662 | -29708 | -29122 | -52894 | -29018 | -50817 |
Profit Factor | 1.266 | 1.4016 | 1.1463 | 1.1861 | 1.474 | 0.9762 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Losing Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Profitability (%) | 50.2618 | 53.6842 | 46.875 | 50.2618 | 53.6842 | 46.875 |
Ratio Avg Win / Avg Loss | 1.2528 | 1.2092 | 1.2992 | 1.1737 | 1.2717 | 1.1064 |
Largest Winning Trade | 23059 | 23059 | 14602 | 22579 | 22579 | 12376 |
Largest Losing Trade | -27536 | -27536 | -17737 | -30701 | -26976 | -30701 |
Avg Bars in Trades | 65 | 67 | 63 | 65 | 67 | 63 |
Avg Bars in Winners | 70 | 72 | 67 | 70 | 72 | 67 |
Avg Bars in Losers | 60 | 60 | 60 | 60 | 60 | 60 |
Bars Traded | 12491 | 6389 | 6102 | 12491 | 6389 | 6102 |
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 | 339677 | 245763 | -61992 | -8517 | 290615 | -582405 |
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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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