Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42575.4334 | 1042.2445 | 41533.1889 | 41767.8288 | 3029.4541 | 38738.3747 |
Total P&L (%) | 42.5754 | 1.0422 | 41.5332 | 41.7678 | 3.0295 | 38.7384 |
Avg Daily Profit (%) | 0.4904 | 0.012 | 0.4784 | 0.4029 | 0.0344 | 0.3779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25877 | -20199 | -13418 | -25736 | -21197 | -12650 |
Profit Factor | 1.3031 | 1.0152 | 1.5768 | 1.2953 | 1.0444 | 1.5289 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 55.0201 | 53.6 | 56.4516 | 55.0201 | 53.6 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.0653 | 0.8789 | 1.2164 | 1.0589 | 0.9041 | 1.1794 |
Largest Winning Trade | 28975 | 10211 | 28975 | 31038 | 13793 | 31038 |
Largest Losing Trade | -8592 | -5762 | -8592 | -8084 | -6549 | -8084 |
Avg Bars in Trades | 98 | 102 | 94 | 98 | 102 | 94 |
Avg Bars in Winners | 87 | 95 | 79 | 87 | 95 | 79 |
Avg Bars in Losers | 111 | 110 | 112 | 111 | 110 | 112 |
Bars Traded | 24472 | 12816 | 11656 | 24472 | 12816 | 11656 |
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 | 295914 | -549727 | 300780 | 264666 | -487774 | 250364 |
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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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