Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97696.3827 | 59415.1572 | 38281.2255 | 116900.1018 | 73035.0571 | 43865.0446 |
Total P&L (%) | 97.6964 | 59.4152 | 38.2812 | 116.9001 | 73.0351 | 43.865 |
Avg Daily Profit (%) | 0.3751 | 0.2282 | 0.147 | 0.2978 | 0.2108 | 0.1398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38787 | -29254 | -15009 | -40012 | -30107 | -25785 |
Profit Factor | 1.3652 | 1.3909 | 1.3313 | 1.3244 | 1.3775 | 1.2629 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 155 | 74 | 81 | 155 | 74 | 81 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 61.0236 | 58.2677 | 63.7795 | 61.0236 | 58.2677 | 63.7795 |
Ratio Avg Win / Avg Loss | 0.872 | 0.9962 | 0.7561 | 0.8459 | 0.9866 | 0.7172 |
Largest Winning Trade | 17075 | 17075 | 6266 | 18292 | 18292 | 10755 |
Largest Losing Trade | -28659 | -28659 | -9374 | -24672 | -24672 | -18615 |
Avg Bars in Trades | 96 | 90 | 103 | 96 | 90 | 103 |
Avg Bars in Winners | 73 | 73 | 74 | 73 | 73 | 74 |
Avg Bars in Losers | 132 | 114 | 154 | 132 | 114 | 154 |
Bars Traded | 24591 | 11469 | 13122 | 24591 | 11469 | 13122 |
Profit Streak | 0 | 1.1685 | 0 | 0 | 1.1685 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334656 | 113732 | -401 | 301880 | 130828 | -9975 |
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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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