Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79132.2122 | 47772.3755 | 31359.8367 | 46910.6367 | 40141.9799 | 6768.6568 |
Total P&L (%) | 79.1322 | 47.7724 | 31.3598 | 46.9106 | 40.142 | 6.7687 |
Avg Daily Profit (%) | 0.9116 | 0.5503 | 0.3612 | 0.4441 | 0.3895 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85903 | -44823 | -52487 | -63620 | -32924 | -42428 |
Profit Factor | 1.3276 | 1.3782 | 1.2721 | 1.2644 | 1.4323 | 1.0801 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 154 | 70 | 84 | 154 | 70 | 84 |
Losing Trades | 138 | 76 | 62 | 138 | 76 | 62 |
Profitability (%) | 52.7397 | 47.9452 | 57.5342 | 52.7397 | 47.9452 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.1897 | 1.4964 | 0.9389 | 1.133 | 1.555 | 0.7972 |
Largest Winning Trade | 84554 | 84554 | 55159 | 67307 | 67307 | 28298 |
Largest Losing Trade | -9345 | -5675 | -9345 | -7161 | -3942 | -7161 |
Avg Bars in Trades | 83 | 85 | 81 | 83 | 85 | 81 |
Avg Bars in Winners | 74 | 76 | 71 | 74 | 76 | 71 |
Avg Bars in Losers | 94 | 93 | 95 | 94 | 93 | 95 |
Bars Traded | 24457 | 12494 | 11963 | 24457 | 12494 | 11963 |
Profit Streak | 0.7358 | 0.7358 | 1.2532 | 0.7358 | 0.7358 | 1.2532 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366655 | 126458 | 27778 | 181870 | 114452 | -395572 |
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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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