Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63129.5259 | 32969.4663 | 30160.0595 | 41277.9033 | 35050.8017 | 6227.1016 |
Total P&L (%) | 63.1295 | 32.9695 | 30.1601 | 41.2779 | 35.0508 | 6.2271 |
Avg Daily Profit (%) | 0.7272 | 0.3798 | 0.3474 | 0.3989 | 0.3467 | 0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73375 | -46418 | -35836 | -67441 | -44402 | -32644 |
Profit Factor | 1.284 | 1.2857 | 1.2821 | 1.1997 | 1.3333 | 1.0613 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Profitability (%) | 44.4915 | 42.3729 | 46.6102 | 44.4915 | 42.3729 | 46.6102 |
Ratio Avg Win / Avg Loss | 1.6019 | 1.7486 | 1.4686 | 1.4968 | 1.8133 | 1.2157 |
Largest Winning Trade | 59955 | 59955 | 48660 | 58060 | 58060 | 31698 |
Largest Losing Trade | -6501 | -6501 | -6474 | -8878 | -6340 | -8878 |
Avg Bars in Trades | 104 | 101 | 107 | 104 | 101 | 107 |
Avg Bars in Winners | 110 | 105 | 114 | 110 | 105 | 114 |
Avg Bars in Losers | 100 | 98 | 101 | 100 | 98 | 101 |
Bars Traded | 24676 | 11981 | 12695 | 24676 | 11981 | 12695 |
Profit Streak | 0 | 1.0994 | 0 | 0 | 1.0994 | 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 | 356848 | -601 | 81120 | 125637 | -408 | -422347 |
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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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