Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131401.9157 | 78415.0842 | 52986.8315 | 122531.3481 | 95056.0127 | 27475.3355 |
Total P&L (%) | 131.4019 | 78.4151 | 52.9868 | 122.5313 | 95.056 | 27.4753 |
Avg Daily Profit (%) | 0.5046 | 0.3011 | 0.2035 | 0.3076 | 0.2569 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85589 | -31858 | -71107 | -265313 | -108779 | -193514 |
Profit Factor | 1.2521 | 1.3096 | 1.1978 | 1.1032 | 1.1677 | 1.0443 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 311 | 157 | 154 | 311 | 157 | 154 |
Losing Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Profitability (%) | 71.3303 | 72.0183 | 70.6422 | 71.3303 | 72.0183 | 70.6422 |
Ratio Avg Win / Avg Loss | 0.5033 | 0.5088 | 0.4978 | 0.4434 | 0.4537 | 0.434 |
Largest Winning Trade | 9362 | 6404 | 9362 | 17679 | 15983 | 17679 |
Largest Losing Trade | -45562 | -25584 | -45562 | -110892 | -40162 | -110892 |
Avg Bars in Trades | 56 | 56 | 56 | 56 | 56 | 56 |
Avg Bars in Winners | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Losers | 117 | 123 | 112 | 117 | 123 | 112 |
Bars Traded | 24747 | 12396 | 12351 | 24747 | 12396 | 12351 |
Profit Streak | 0 | 0 | 6.5499 | 0 | 0 | 6.5499 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431902 | 324198 | 159413 | -96445 | -27545 | -242701 |
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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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