Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206353.0759 | 135602.3358 | 70750.7401 | 152304.8546 | 53425.9549 | 98878.8998 |
Total P&L (%) | 206.3531 | 135.6023 | 70.7507 | 152.3049 | 53.426 | 98.8789 |
Avg Daily Profit (%) | 0.1981 | 0.1302 | 0.0679 | 0.0889 | 0.0411 | 0.066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103833 | -112473 | -37521 | -214061 | -250885 | -43184 |
Profit Factor | 1.251 | 1.2326 | 1.2956 | 1.1221 | 1.058 | 1.3032 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Losing Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Profitability (%) | 62.3306 | 62.5 | 62.1622 | 62.3306 | 62.5 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.756 | 0.7396 | 0.7886 | 0.6781 | 0.6348 | 0.7933 |
Largest Winning Trade | 30035 | 30035 | 9004 | 59350 | 59350 | 16608 |
Largest Losing Trade | -35948 | -35948 | -23926 | -84244 | -84244 | -30156 |
Avg Bars in Trades | 67 | 112 | 21 | 67 | 112 | 21 |
Avg Bars in Winners | 40 | 64 | 17 | 40 | 64 | 17 |
Avg Bars in Losers | 110 | 193 | 28 | 110 | 193 | 28 |
Bars Traded | 24769 | 20754 | 4015 | 24769 | 20754 | 4015 |
Profit Streak | 0 | 11.4324 | 0 | 0 | 11.4324 | 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 | 332994 | -17680 | -101588 | -158701 | -293995 | -104069 |
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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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