Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175596.9055 | 105008.5848 | 70588.3206 | 260544.2872 | 172729.4666 | 87814.8206 |
Total P&L (%) | 175.5969 | 105.0086 | 70.5883 | 260.5443 | 172.7295 | 87.8148 |
Avg Daily Profit (%) | 0.3371 | 0.2016 | 0.1355 | 0.2465 | 0.1928 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61378 | -51241 | -33387 | -200110 | -168530 | -132678 |
Profit Factor | 1.3665 | 1.4257 | 1.3036 | 1.2214 | 1.2847 | 1.1541 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Profitability (%) | 46.5385 | 45.3846 | 47.6923 | 46.5385 | 45.3846 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.5698 | 1.7157 | 1.4298 | 1.4031 | 1.5459 | 1.2658 |
Largest Winning Trade | 31446 | 31446 | 21182 | 67996 | 67996 | 58157 |
Largest Losing Trade | -14003 | -13303 | -14003 | -46750 | -43478 | -46750 |
Avg Bars in Trades | 94 | 95 | 94 | 94 | 95 | 94 |
Avg Bars in Winners | 128 | 127 | 128 | 128 | 127 | 128 |
Avg Bars in Losers | 65 | 68 | 63 | 65 | 68 | 63 |
Bars Traded | 24696 | 12394 | 12302 | 24696 | 12394 | 12302 |
Profit Streak | 0 | 12.3907 | 0 | 0 | 12.3907 | 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 | 354231 | 307276 | -13669 | 254438 | 273541 | -84051 |
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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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