Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96384.2099 | 41554.0596 | 54830.1502 | 94695.6452 | 47113.9273 | 47581.7178 |
Total P&L (%) | 96.3842 | 41.5541 | 54.8302 | 94.6956 | 47.1139 | 47.5817 |
Avg Daily Profit (%) | 0.3701 | 0.1596 | 0.2105 | 0.2562 | 0.1483 | 0.1496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73500 | -39732 | -60901 | -240927 | -108959 | -192158 |
Profit Factor | 1.2418 | 1.1853 | 1.3145 | 1.0881 | 1.0815 | 1.0957 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 69.9346 | 69.9346 | 69.9346 | 69.9346 | 69.9346 | 69.9346 |
Ratio Avg Win / Avg Loss | 0.5339 | 0.5096 | 0.5651 | 0.4678 | 0.465 | 0.471 |
Largest Winning Trade | 13348 | 13348 | 10148 | 30105 | 30105 | 24153 |
Largest Losing Trade | -24908 | -13792 | -24908 | -105747 | -38533 | -105747 |
Avg Bars in Trades | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Winners | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Losers | 162 | 168 | 157 | 162 | 168 | 157 |
Bars Traded | 24663 | 12360 | 12303 | 24663 | 12360 | 12303 |
Profit Streak | 2.2539 | 2.2539 | 7.1393 | 2.2539 | 2.2539 | 7.1393 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307869 | -13586 | 280463 | -115799 | -129523 | -109299 |
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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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