Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84597.2046 | 34361.4375 | 50235.767 | 61695.1223 | 26608.6368 | 35086.4854 |
Total P&L (%) | 84.5972 | 34.3614 | 50.2358 | 61.6951 | 26.6086 | 35.0865 |
Avg Daily Profit (%) | 0.3248 | 0.1319 | 0.1929 | 0.1847 | 0.0906 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69473 | -80463 | -36422 | -99990 | -78915 | -72774 |
Profit Factor | 1.2198 | 1.1663 | 1.2816 | 1.1224 | 1.1017 | 1.1448 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 53.629 | 51.6129 | 55.6452 | 53.629 | 51.6129 | 55.6452 |
Ratio Avg Win / Avg Loss | 1.0547 | 1.0935 | 1.0216 | 0.9705 | 1.0329 | 0.9125 |
Largest Winning Trade | 36147 | 36147 | 22755 | 32970 | 32970 | 29737 |
Largest Losing Trade | -20274 | -20274 | -12047 | -20411 | -16820 | -20411 |
Avg Bars in Trades | 99 | 92 | 105 | 99 | 92 | 105 |
Avg Bars in Winners | 110 | 111 | 108 | 110 | 111 | 108 |
Avg Bars in Losers | 86 | 71 | 102 | 86 | 71 | 102 |
Bars Traded | 24611 | 11472 | 13139 | 24611 | 11472 | 13139 |
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 | 311549 | -58559 | 191717 | -80208 | -185422 | -105197 |
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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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