Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91548.9425 | 38963.3344 | 52585.6081 | 73869.8465 | 36556.7568 | 37313.0897 |
Total P&L (%) | 91.5489 | 38.9633 | 52.5856 | 73.8698 | 36.5568 | 37.3131 |
Avg Daily Profit (%) | 0.3515 | 0.1496 | 0.2019 | 0.2126 | 0.1197 | 0.1218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57166 | -66539 | -25552 | -61173 | -61339 | -38528 |
Profit Factor | 1.2574 | 1.2412 | 1.2709 | 1.1867 | 1.2092 | 1.1689 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 108 | 60 | 48 | 108 | 60 | 48 |
Losing Trades | 102 | 45 | 57 | 102 | 45 | 57 |
Profitability (%) | 51.4286 | 57.1429 | 45.7143 | 51.4286 | 57.1429 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.1875 | 0.9309 | 1.5092 | 1.1207 | 0.9069 | 1.388 |
Largest Winning Trade | 35724 | 35724 | 33719 | 31430 | 26569 | 31430 |
Largest Losing Trade | -18604 | -15645 | -18604 | -23378 | -13031 | -23378 |
Avg Bars in Trades | 116 | 108 | 124 | 116 | 108 | 124 |
Avg Bars in Winners | 147 | 129 | 170 | 147 | 129 | 170 |
Avg Bars in Losers | 84 | 81 | 86 | 84 | 81 | 86 |
Bars Traded | 24510 | 11410 | 13100 | 24510 | 11410 | 13100 |
Profit Streak | 5.7023 | 5.7023 | 7.5356 | 5.7023 | 5.7023 | 7.5356 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352884 | 85856 | 174079 | -6408 | -37896 | -70250 |
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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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