Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74564.4446 | 39725.9327 | 34838.5118 | 37736.9916 | 33053.5702 | 4683.4214 |
Total P&L (%) | 74.5644 | 39.7259 | 34.8385 | 37.737 | 33.0536 | 4.6834 |
Avg Daily Profit (%) | 0.8589 | 0.4576 | 0.4013 | 0.3695 | 0.3295 | 0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90037 | -68470 | -40568 | -75692 | -58810 | -34270 |
Profit Factor | 1.234 | 1.2186 | 1.2544 | 1.1334 | 1.2097 | 1.0374 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 200 | 97 | 103 | 200 | 97 | 103 |
Losing Trades | 208 | 107 | 101 | 208 | 107 | 101 |
Profitability (%) | 49.0196 | 47.549 | 50.4902 | 49.0196 | 47.549 | 50.4902 |
Ratio Avg Win / Avg Loss | 1.2833 | 1.3442 | 1.2301 | 1.1788 | 1.3344 | 1.0173 |
Largest Winning Trade | 84236 | 84236 | 51368 | 65358 | 65358 | 26330 |
Largest Losing Trade | -18173 | -18173 | -6825 | -11384 | -11384 | -8107 |
Avg Bars in Trades | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Winners | 50 | 48 | 53 | 50 | 48 | 53 |
Avg Bars in Losers | 70 | 72 | 68 | 70 | 72 | 68 |
Bars Traded | 24814 | 12417 | 12397 | 24814 | 12417 | 12397 |
Profit Streak | 0 | 0.945 | 0 | 0 | 0.945 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442279 | 63311 | 183432 | -67285 | 590 | -468998 |
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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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