Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86436.3609 | 21023.9353 | 65412.4256 | 78924.7106 | 16989.0417 | 61935.6689 |
Total P&L (%) | 86.4364 | 21.0239 | 65.4124 | 78.9247 | 16.989 | 61.9357 |
Avg Daily Profit (%) | 0.3319 | 0.0807 | 0.2512 | 0.2237 | 0.0603 | 0.1853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69636 | -45294 | -47910 | -151865 | -91369 | -103607 |
Profit Factor | 1.3888 | 1.166 | 1.6841 | 1.2023 | 1.0838 | 1.3307 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 62.5 | 58.3333 | 66.6667 | 62.5 | 58.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8333 | 0.8328 | 0.842 | 0.7214 | 0.7741 | 0.6654 |
Largest Winning Trade | 19992 | 18340 | 19992 | 34178 | 22584 | 34178 |
Largest Losing Trade | -23661 | -23661 | -20583 | -45991 | -43176 | -45991 |
Avg Bars in Trades | 250 | 248 | 252 | 250 | 248 | 252 |
Avg Bars in Winners | 180 | 186 | 175 | 180 | 186 | 175 |
Avg Bars in Losers | 366 | 336 | 404 | 366 | 336 | 404 |
Bars Traded | 24037 | 11936 | 12101 | 24037 | 11936 | 12101 |
Profit Streak | 0 | 29.678 | 0 | 0 | 29.678 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294809 | -129741 | 324687 | 220474 | -250115 | 230989 |
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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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