Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110678.6982 | 48763.8343 | 61914.8638 | 105907.7977 | 42690.4753 | 63217.3224 |
Total P&L (%) | 110.6787 | 48.7638 | 61.9149 | 105.9078 | 42.6905 | 63.2173 |
Avg Daily Profit (%) | 0.425 | 0.1873 | 0.2378 | 0.2777 | 0.1366 | 0.1883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63477 | -75447 | -36286 | -56661 | -57691 | -22646 |
Profit Factor | 1.2615 | 1.219 | 1.3088 | 1.2812 | 1.214 | 1.3568 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Losing Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Profitability (%) | 49.6212 | 50 | 49.2424 | 49.6212 | 50 | 49.2424 |
Ratio Avg Win / Avg Loss | 1.2808 | 1.219 | 1.3491 | 1.3007 | 1.214 | 1.3985 |
Largest Winning Trade | 27629 | 27629 | 22789 | 22641 | 22641 | 16778 |
Largest Losing Trade | -14885 | -14885 | -9468 | -17683 | -17683 | -11861 |
Avg Bars in Trades | 93 | 95 | 91 | 93 | 95 | 91 |
Avg Bars in Winners | 115 | 117 | 113 | 115 | 117 | 113 |
Avg Bars in Losers | 71 | 73 | 69 | 71 | 73 | 69 |
Bars Traded | 24607 | 12591 | 12016 | 24607 | 12591 | 12016 |
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 | 332325 | 146088 | 203338 | 291325 | -14689 | 201795 |
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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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