Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188127.7607 | 73469.1538 | 114658.6069 | 176024.0996 | 92153.5899 | 83870.5097 |
Total P&L (%) | 188.1278 | 73.4692 | 114.6586 | 176.0241 | 92.1536 | 83.8705 |
Avg Daily Profit (%) | 0.1806 | 0.0705 | 0.1101 | 0.0975 | 0.0627 | 0.0585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70797 | -58673 | -57707 | -303125 | -230624 | -202326 |
Profit Factor | 1.2775 | 1.2321 | 1.3171 | 1.0832 | 1.0953 | 1.073 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Losing Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Profitability (%) | 49.8516 | 50.2959 | 49.4048 | 49.8516 | 50.2959 | 49.4048 |
Ratio Avg Win / Avg Loss | 1.2851 | 1.2177 | 1.3488 | 1.0896 | 1.0824 | 1.0989 |
Largest Winning Trade | 42746 | 42746 | 34845 | 94507 | 94507 | 85951 |
Largest Losing Trade | -25605 | -25605 | -21404 | -101457 | -70213 | -101457 |
Avg Bars in Trades | 72 | 65 | 80 | 72 | 65 | 80 |
Avg Bars in Winners | 74 | 59 | 88 | 74 | 59 | 88 |
Avg Bars in Losers | 71 | 70 | 72 | 71 | 70 | 72 |
Bars Traded | 24513 | 11018 | 13494 | 24513 | 11018 | 13494 |
Profit Streak | 0 | 0 | 9.1235 | 0 | 0 | 9.1235 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327809 | -98723 | -45088 | -190087 | -224541 | -254261 |
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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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