Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112861.3794 | 45720.4616 | 67140.9178 | 90486.5625 | 69403.7643 | 21082.7982 |
Total P&L (%) | 112.8614 | 45.7205 | 67.1409 | 90.4866 | 69.4038 | 21.0828 |
Avg Daily Profit (%) | 0.4334 | 0.1756 | 0.2578 | 0.2478 | 0.2026 | 0.0735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94775 | -61765 | -61451 | -271888 | -173564 | -193875 |
Profit Factor | 1.236 | 1.1683 | 1.325 | 1.0768 | 1.1144 | 1.0369 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 169 | 81 | 88 | 169 | 81 | 88 |
Losing Trades | 155 | 81 | 74 | 155 | 81 | 74 |
Profitability (%) | 52.1605 | 50 | 54.321 | 52.1605 | 50 | 54.321 |
Ratio Avg Win / Avg Loss | 1.1336 | 1.1683 | 1.1142 | 0.9876 | 1.1144 | 0.8719 |
Largest Winning Trade | 20836 | 20836 | 18289 | 39036 | 33874 | 39036 |
Largest Losing Trade | -36176 | -36176 | -35390 | -147200 | -43214 | -147200 |
Avg Bars in Trades | 76 | 78 | 74 | 76 | 78 | 74 |
Avg Bars in Winners | 70 | 74 | 67 | 70 | 74 | 67 |
Avg Bars in Losers | 82 | 82 | 83 | 82 | 82 | 83 |
Bars Traded | 24780 | 12677 | 12103 | 24780 | 12677 | 12103 |
Profit Streak | 2.4283 | 2.4491 | 2.4283 | 2.4283 | 2.4491 | 2.4283 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312592 | -32515 | 213737 | -130346 | -89886 | -284855 |
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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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