Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132121.0525 | 70185.3789 | 61935.6736 | 180234.8383 | 137527.3838 | 42707.4545 |
Total P&L (%) | 132.1211 | 70.1854 | 61.9357 | 180.2348 | 137.5274 | 42.7075 |
Avg Daily Profit (%) | 0.5073 | 0.2695 | 0.2378 | 0.3965 | 0.3328 | 0.1367 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34628 | -31108 | -37840 | -86484 | -48283 | -115634 |
Profit Factor | 1.2609 | 1.2758 | 1.2458 | 1.193 | 1.3083 | 1.0876 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Losing Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Profitability (%) | 49.8645 | 50 | 49.7297 | 49.8645 | 50 | 49.7297 |
Ratio Avg Win / Avg Loss | 1.2677 | 1.2758 | 1.2593 | 1.1995 | 1.3083 | 1.0994 |
Largest Winning Trade | 13301 | 12189 | 13301 | 27399 | 24742 | 27399 |
Largest Losing Trade | -12424 | -12316 | -12424 | -28272 | -17870 | -28272 |
Avg Bars in Trades | 66 | 66 | 67 | 66 | 66 | 67 |
Avg Bars in Winners | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Losers | 63 | 62 | 64 | 63 | 62 | 64 |
Bars Traded | 24648 | 12214 | 12434 | 24648 | 12214 | 12434 |
Profit Streak | 2.0997 | 0 | 2.1517 | 2.0997 | 0 | 2.1517 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309229 | 257883 | 148884 | -396 | 284499 | -139796 |
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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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