Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54672.0218 | 39063.1182 | 15608.9036 | 40556.4459 | 34494.8819 | 6061.564 |
Total P&L (%) | 54.672 | 39.0631 | 15.6089 | 40.5564 | 34.4949 | 6.0616 |
Avg Daily Profit (%) | 0.6298 | 0.45 | 0.1798 | 0.3929 | 0.342 | 0.0678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49023 | -22568 | -52675 | -70389 | -34675 | -77224 |
Profit Factor | 1.2085 | 1.3963 | 1.0954 | 1.1116 | 1.2495 | 1.0269 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 143 | 69 | 74 | 143 | 69 | 74 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 54.3726 | 52.6718 | 56.0606 | 54.3726 | 52.6718 | 56.0606 |
Ratio Avg Win / Avg Loss | 1.0142 | 1.2546 | 0.8586 | 0.9328 | 1.1228 | 0.8049 |
Largest Winning Trade | 29181 | 29181 | 11498 | 27750 | 27750 | 14125 |
Largest Losing Trade | -26517 | -9709 | -26517 | -43883 | -11807 | -43883 |
Avg Bars in Trades | 93 | 66 | 120 | 93 | 66 | 120 |
Avg Bars in Winners | 85 | 54 | 113 | 85 | 54 | 113 |
Avg Bars in Losers | 103 | 79 | 128 | 103 | 79 | 128 |
Bars Traded | 24592 | 8725 | 15867 | 24592 | 8725 | 15867 |
Profit Streak | 0 | 1.3777 | 0 | 0 | 1.3777 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352570 | 133241 | -120972 | -92328 | 53098 | -462106 |
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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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