Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104253.9302 | 54364.2832 | 49889.647 | 153222.0476 | 57524.43 | 95697.6176 |
Total P&L (%) | 104.2539 | 54.3643 | 49.8896 | 153.222 | 57.5244 | 95.6976 |
Avg Daily Profit (%) | 0.2271 | 0.1184 | 0.1087 | 0.2026 | 0.099 | 0.1464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26018 | -26018 | -19106 | -87728 | -87728 | -38296 |
Profit Factor | 1.61 | 1.6096 | 1.6104 | 1.4011 | 1.2638 | 1.5837 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 300 | 148 | 152 | 300 | 148 | 152 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 71.4286 | 70.4762 | 72.381 | 71.4286 | 70.4762 | 72.381 |
Ratio Avg Win / Avg Loss | 0.644 | 0.6743 | 0.6145 | 0.5604 | 0.5294 | 0.6043 |
Largest Winning Trade | 6903 | 6903 | 5479 | 11898 | 9667 | 11898 |
Largest Losing Trade | -26018 | -26018 | -19106 | -87728 | -87728 | -38296 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 10691 | 5196 | 5495 | 10691 | 5196 | 5495 |
Profit Streak | 0 | 601.7607 | 0 | 0 | 601.7607 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453902 | -32392 | -46023 | 401914 | -60105 | 195988 |
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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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