Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139206.8576 | 51236.1941 | 87970.6635 | 199760.7369 | 83335.5913 | 116425.1456 |
Total P&L (%) | 139.2069 | 51.2362 | 87.9707 | 199.7607 | 83.3356 | 116.4251 |
Avg Daily Profit (%) | 0.5345 | 0.1967 | 0.3378 | 0.4224 | 0.233 | 0.2969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40922 | -57104 | -16245 | -40960 | -50433 | -33483 |
Profit Factor | 1.57 | 1.3948 | 1.7687 | 1.5553 | 1.4493 | 1.6682 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Profitability (%) | 44.7154 | 44.2623 | 45.1613 | 44.7154 | 44.2623 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.9411 | 1.7564 | 2.1477 | 1.9229 | 1.825 | 2.0256 |
Largest Winning Trade | 38676 | 38676 | 19398 | 39878 | 37666 | 39878 |
Largest Losing Trade | -9466 | -8681 | -9466 | -20359 | -20359 | -16053 |
Avg Bars in Trades | 199 | 210 | 188 | 199 | 210 | 188 |
Avg Bars in Winners | 290 | 291 | 289 | 290 | 291 | 289 |
Avg Bars in Losers | 125 | 145 | 106 | 125 | 145 | 106 |
Bars Traded | 24522 | 12821 | 11701 | 24522 | 12821 | 11701 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367237 | -157190 | -145304 | 329509 | -155296 | -145848 |
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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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