Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124372.5975 | 58837.4728 | 65535.1247 | 156319.4726 | 81669.8492 | 74649.6234 |
Total P&L (%) | 124.3726 | 58.8375 | 65.5351 | 156.3195 | 81.6698 | 74.6496 |
Avg Daily Profit (%) | 0.4776 | 0.2259 | 0.2517 | 0.3621 | 0.2295 | 0.2144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33428 | -24003 | -55791 | -69577 | -35917 | -96449 |
Profit Factor | 1.3296 | 1.3271 | 1.3319 | 1.2805 | 1.3157 | 1.25 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Losing Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Profitability (%) | 52.9605 | 53.2895 | 52.6316 | 52.9605 | 53.2895 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.1809 | 1.1632 | 1.1987 | 1.1373 | 1.1532 | 1.125 |
Largest Winning Trade | 21698 | 16464 | 21698 | 45700 | 26739 | 45700 |
Largest Losing Trade | -21513 | -17433 | -21513 | -34007 | -26510 | -34007 |
Avg Bars in Trades | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Winners | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Losers | 82 | 79 | 84 | 82 | 79 | 84 |
Bars Traded | 24765 | 12203 | 12562 | 24765 | 12203 | 12562 |
Profit Streak | 8.6256 | 8.6256 | 9.1152 | 8.6256 | 8.6256 | 9.1152 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453086 | 295780 | 319088 | 406743 | 321159 | 300308 |
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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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