Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68119.6688 | 59596.6015 | 8523.0673 | 18004.6127 | 36644.2075 | -18639.5948 |
Total P&L (%) | 68.1197 | 59.5966 | 8.5231 | 18.0046 | 36.6442 | -18.6396 |
Avg Daily Profit (%) | 0.7847 | 0.6865 | 0.0982 | 0.1909 | 0.3603 | -0.2373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88483 | -47809 | -59811 | -63046 | -28939 | -42950 |
Profit Factor | 1.2055 | 1.3601 | 1.0514 | 1.0843 | 1.3496 | 0.8285 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 134 | 70 | 64 | 134 | 70 | 64 |
Losing Trades | 184 | 89 | 95 | 184 | 89 | 95 |
Profitability (%) | 42.1384 | 44.0252 | 40.2516 | 42.1384 | 44.0252 | 40.2516 |
Ratio Avg Win / Avg Loss | 1.6553 | 1.7293 | 1.5606 | 1.4889 | 1.7159 | 1.2298 |
Largest Winning Trade | 95709 | 95709 | 58542 | 60486 | 60486 | 23335 |
Largest Losing Trade | -7435 | -6069 | -7435 | -5791 | -4487 | -5791 |
Avg Bars in Trades | 78 | 75 | 80 | 78 | 75 | 80 |
Avg Bars in Winners | 88 | 78 | 98 | 88 | 78 | 98 |
Avg Bars in Losers | 70 | 72 | 68 | 70 | 72 | 68 |
Bars Traded | 24807 | 11987 | 12820 | 24807 | 11987 | 12820 |
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 | 351707 | 311589 | -396059 | -131770 | 153140 | -584571 |
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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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