Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92957.6442 | 54667.7888 | 38289.8554 | 107504.8168 | 91197.7213 | 16307.0955 |
Total P&L (%) | 92.9576 | 54.6678 | 38.2899 | 107.5048 | 91.1977 | 16.3071 |
Avg Daily Profit (%) | 0.357 | 0.2099 | 0.147 | 0.2807 | 0.2492 | 0.058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41733 | -21336 | -39566 | -112095 | -53943 | -101699 |
Profit Factor | 1.2358 | 1.2786 | 1.1933 | 1.1297 | 1.2273 | 1.0381 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 198 | 103 | 95 | 198 | 103 | 95 |
Losing Trades | 234 | 113 | 121 | 234 | 113 | 121 |
Profitability (%) | 45.8333 | 47.6852 | 43.9815 | 45.8333 | 47.6852 | 43.9815 |
Ratio Avg Win / Avg Loss | 1.4605 | 1.4028 | 1.5199 | 1.3351 | 1.3465 | 1.3223 |
Largest Winning Trade | 20344 | 20344 | 17109 | 31059 | 29353 | 31059 |
Largest Losing Trade | -7179 | -5857 | -7179 | -18009 | -13534 | -18009 |
Avg Bars in Trades | 57 | 56 | 58 | 57 | 56 | 58 |
Avg Bars in Winners | 76 | 75 | 78 | 76 | 75 | 78 |
Avg Bars in Losers | 40 | 39 | 42 | 40 | 39 | 42 |
Bars Traded | 24747 | 12200 | 12547 | 24747 | 12200 | 12547 |
Profit Streak | 3.7432 | 3.7432 | 4.0453 | 3.7432 | 3.7432 | 4.0453 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300269 | 160512 | -8761 | -69833 | 198109 | -306243 |
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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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