Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114799.5141 | 29030.0832 | 85769.4308 | 71889.5441 | 17370.9209 | 54518.6232 |
Total P&L (%) | 114.7995 | 29.0301 | 85.7694 | 71.8895 | 17.3709 | 54.5186 |
Avg Daily Profit (%) | 0.2204 | 0.0557 | 0.1647 | 0.1041 | 0.0308 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67158 | -68576 | -53150 | -75147 | -73051 | -52012 |
Profit Factor | 1.1842 | 1.08 | 1.329 | 1.1168 | 1.0495 | 1.2059 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 190 | 87 | 103 | 190 | 87 | 103 |
Losing Trades | 226 | 121 | 105 | 226 | 121 | 105 |
Profitability (%) | 45.6731 | 41.8269 | 49.5192 | 45.6731 | 41.8269 | 49.5192 |
Ratio Avg Win / Avg Loss | 1.4085 | 1.5021 | 1.3548 | 1.3284 | 1.4597 | 1.2293 |
Largest Winning Trade | 36793 | 36793 | 22531 | 28253 | 28253 | 21981 |
Largest Losing Trade | -24202 | -24202 | -14746 | -22323 | -22323 | -16062 |
Avg Bars in Trades | 59 | 66 | 51 | 59 | 66 | 51 |
Avg Bars in Winners | 69 | 78 | 62 | 69 | 78 | 62 |
Avg Bars in Losers | 50 | 58 | 41 | 50 | 58 | 41 |
Bars Traded | 24691 | 13898 | 10793 | 24691 | 13898 | 10793 |
Profit Streak | 7.0603 | 0 | 10.5395 | 7.0603 | 0 | 10.5395 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9552 | -256269 | 304405 | -145492 | -329686 | -82010 |
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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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