Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178182.6351 | 91789.2478 | 86393.3873 | 179116.6705 | 98509.9438 | 80606.7267 |
Total P&L (%) | 178.1826 | 91.7892 | 86.3934 | 179.1167 | 98.5099 | 80.6067 |
Avg Daily Profit (%) | 0.3421 | 0.1762 | 0.1659 | 0.1973 | 0.1317 | 0.1136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74084 | -43348 | -83470 | -74439 | -52367 | -67302 |
Profit Factor | 1.2693 | 1.2829 | 1.2561 | 1.2219 | 1.2403 | 1.2029 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Losing Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Profitability (%) | 49.6094 | 49.2188 | 50 | 49.6094 | 49.2188 | 50 |
Ratio Avg Win / Avg Loss | 1.2892 | 1.3236 | 1.2561 | 1.2412 | 1.2797 | 1.2029 |
Largest Winning Trade | 31765 | 31765 | 24297 | 40807 | 40807 | 31246 |
Largest Losing Trade | -17271 | -15476 | -17271 | -32217 | -32217 | -21896 |
Avg Bars in Trades | 96 | 98 | 95 | 96 | 98 | 95 |
Avg Bars in Winners | 118 | 117 | 120 | 118 | 117 | 120 |
Avg Bars in Losers | 74 | 79 | 70 | 74 | 79 | 70 |
Bars Traded | 24737 | 12569 | 12168 | 24737 | 12569 | 12168 |
Profit Streak | 5.4902 | 0 | 15.0944 | 5.4902 | 0 | 15.0944 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362051 | 227168 | 282615 | 307072 | -18526 | -41188 |
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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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