Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124078.4933 | 84690.4023 | 39388.0909 | 155179.8723 | 133149.4132 | 22030.4591 |
Total P&L (%) | 124.0785 | 84.6904 | 39.3881 | 155.1799 | 133.1494 | 22.0305 |
Avg Daily Profit (%) | 0.4765 | 0.3252 | 0.1512 | 0.3604 | 0.3256 | 0.0765 |
Buy And Hold Return (%) | 13.742 | 13.742 | 13.742 | 13.742 | 13.742 | 13.742 |
Max Trade Drawdown | -48886 | -35498 | -36993 | -122886 | -51593 | -125342 |
Profit Factor | 1.6053 | 2.1171 | 1.3049 | 1.3597 | 1.9513 | 1.0756 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 76.5625 | 78.125 | 75 | 76.5625 | 78.125 | 75 |
Ratio Avg Win / Avg Loss | 0.4914 | 0.5928 | 0.435 | 0.4162 | 0.5464 | 0.3585 |
Largest Winning Trade | 17048 | 17048 | 11236 | 19757 | 17425 | 19757 |
Largest Losing Trade | -31306 | -23530 | -31306 | -99896 | -35498 | -99896 |
Avg Bars in Trades | 192 | 192 | 192 | 192 | 192 | 192 |
Avg Bars in Winners | 109 | 115 | 102 | 109 | 115 | 102 |
Avg Bars in Losers | 462 | 465 | 460 | 462 | 465 | 460 |
Bars Traded | 24613 | 12307 | 12306 | 24613 | 12307 | 12306 |
Profit Streak | 2.022 | 0 | 16.022 | 2.022 | 0 | 16.022 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390797 | -127548 | -133324 | 301834 | -127307 | -375169 |
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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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