Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131829.2157 | 78140.8759 | 53688.3398 | 193026.1443 | 126809.066 | 66217.0783 |
Total P&L (%) | 131.8292 | 78.1409 | 53.6883 | 193.0261 | 126.8091 | 66.2171 |
Avg Daily Profit (%) | 0.949 | 0.5625 | 0.3865 | 0.777 | 0.5913 | 0.3665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62784 | -22995 | -51218 | -94318 | -28793 | -74766 |
Profit Factor | 1.4144 | 1.5399 | 1.3096 | 1.4535 | 1.6703 | 1.2801 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 119 | 57 | 62 | 119 | 57 | 62 |
Losing Trades | 128 | 66 | 62 | 128 | 66 | 62 |
Profitability (%) | 48.1781 | 46.3415 | 50 | 48.1781 | 46.3415 | 50 |
Ratio Avg Win / Avg Loss | 1.5213 | 1.783 | 1.3096 | 1.5635 | 1.9341 | 1.2801 |
Largest Winning Trade | 21651 | 21651 | 15540 | 32206 | 32206 | 21099 |
Largest Losing Trade | -16415 | -12373 | -16415 | -21505 | -10250 | -21505 |
Avg Bars in Trades | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Winners | 67 | 71 | 64 | 67 | 71 | 64 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 13108 | 6532 | 6576 | 13108 | 6532 | 6576 |
Profit Streak | 0 | 129.0672 | 0 | 0 | 129.0672 | 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 | 488707 | 378592 | 225503 | 485573 | 405549 | 242909 |
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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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