Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68530.2278 | 37931.7017 | 30598.5261 | 66090.8284 | 45138.1854 | 20952.643 |
Total P&L (%) | 68.5302 | 37.9317 | 30.5985 | 66.0908 | 45.1382 | 20.9526 |
Avg Daily Profit (%) | 0.2632 | 0.1457 | 0.1175 | 0.195 | 0.1431 | 0.0731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33586 | -21648 | -27873 | -62608 | -37866 | -47178 |
Profit Factor | 1.2341 | 1.2599 | 1.2084 | 1.1427 | 1.1966 | 1.0897 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 206 | 110 | 96 | 206 | 110 | 96 |
Losing Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Profitability (%) | 71.5278 | 76.3889 | 66.6667 | 71.5278 | 76.3889 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.4912 | 0.3894 | 0.6042 | 0.4548 | 0.3699 | 0.5448 |
Largest Winning Trade | 10508 | 10508 | 8354 | 15579 | 15579 | 8711 |
Largest Losing Trade | -15079 | -14278 | -15079 | -26857 | -22203 | -26857 |
Avg Bars in Trades | 86 | 84 | 87 | 86 | 84 | 87 |
Avg Bars in Winners | 52 | 51 | 52 | 52 | 51 | 52 |
Avg Bars in Losers | 171 | 190 | 157 | 171 | 190 | 157 |
Bars Traded | 24777 | 12125 | 12652 | 24777 | 12125 | 12652 |
Profit Streak | 0 | 6.7629 | 0 | 0 | 6.7629 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323231 | 31368 | -40752 | -55044 | -5946 | -224590 |
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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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