Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125814.8555 | 87201.7923 | 38613.0632 | 102720.231 | 99636.6485 | 3083.5824 |
Total P&L (%) | 125.8149 | 87.2018 | 38.6131 | 102.7202 | 99.6366 | 3.0836 |
Avg Daily Profit (%) | 0.4724 | 0.3274 | 0.145 | 0.2657 | 0.2599 | 0.0114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49148 | -37576 | -56172 | -115939 | -61021 | -117042 |
Profit Factor | 1.257 | 1.3712 | 1.1516 | 1.1281 | 1.257 | 1.0074 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 151 | 79 | 72 | 151 | 79 | 72 |
Losing Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Profitability (%) | 62.3967 | 65.2893 | 59.5041 | 62.3967 | 65.2893 | 59.5041 |
Ratio Avg Win / Avg Loss | 0.7575 | 0.729 | 0.7837 | 0.6799 | 0.6683 | 0.6856 |
Largest Winning Trade | 20986 | 20986 | 15241 | 36721 | 36721 | 31587 |
Largest Losing Trade | -28025 | -24170 | -28025 | -61021 | -61021 | -52462 |
Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Winners | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Losers | 73 | 82 | 65 | 73 | 82 | 65 |
Bars Traded | 12507 | 6365 | 6142 | 12507 | 6365 | 6142 |
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 | 345608 | 285654 | -57631 | -71587 | 239764 | -557757 |
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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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