Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74933.8002 | 25586.3175 | 49347.4826 | 73802.8374 | 36348.0538 | 37454.7836 |
Total P&L (%) | 74.9338 | 25.5863 | 49.3475 | 73.8028 | 36.3481 | 37.4548 |
Avg Daily Profit (%) | 0.8632 | 0.2947 | 0.5685 | 0.6388 | 0.3578 | 0.3671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48989 | -27992 | -23402 | -54932 | -30373 | -26509 |
Profit Factor | 1.3331 | 1.2495 | 1.4031 | 1.3093 | 1.346 | 1.2804 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 134 | 68 | 66 | 134 | 68 | 66 |
Losing Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Profitability (%) | 46.2069 | 46.8966 | 45.5172 | 46.2069 | 46.8966 | 45.5172 |
Ratio Avg Win / Avg Loss | 1.552 | 1.4149 | 1.6795 | 1.5242 | 1.5241 | 1.5326 |
Largest Winning Trade | 41952 | 36991 | 41952 | 52833 | 52833 | 42210 |
Largest Losing Trade | -10287 | -5956 | -10287 | -20127 | -6011 | -20127 |
Avg Bars in Trades | 84 | 85 | 83 | 84 | 85 | 83 |
Avg Bars in Winners | 99 | 103 | 95 | 99 | 103 | 95 |
Avg Bars in Losers | 71 | 68 | 74 | 71 | 68 | 74 |
Bars Traded | 24509 | 12337 | 12172 | 24509 | 12337 | 12172 |
Profit Streak | 0.2642 | 0 | 1.0662 | 0.2642 | 0 | 1.0662 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310251 | 49644 | 160036 | 253418 | 164699 | 33028 |
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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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