Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92588.1328 | 50955.8827 | 41632.2501 | 56118.0148 | 45237.9292 | 10880.0856 |
Total P&L (%) | 92.5881 | 50.9559 | 41.6323 | 56.118 | 45.2379 | 10.8801 |
Avg Daily Profit (%) | 0.3555 | 0.1957 | 0.1599 | 0.1712 | 0.1434 | 0.0397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78890 | -34206 | -90654 | -140468 | -37059 | -147795 |
Profit Factor | 1.2323 | 1.267 | 1.2005 | 1.0951 | 1.1646 | 1.0345 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 200 | 98 | 102 | 200 | 98 | 102 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 71.9424 | 70.5036 | 73.3813 | 71.9424 | 70.5036 | 73.3813 |
Ratio Avg Win / Avg Loss | 0.4806 | 0.5301 | 0.4355 | 0.4271 | 0.4872 | 0.3753 |
Largest Winning Trade | 13899 | 10513 | 13899 | 20220 | 13381 | 20220 |
Largest Losing Trade | -45657 | -24541 | -45657 | -57205 | -24326 | -57205 |
Avg Bars in Trades | 87 | 90 | 84 | 87 | 90 | 84 |
Avg Bars in Winners | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Losers | 180 | 180 | 179 | 180 | 180 | 179 |
Bars Traded | 24378 | 12593 | 11785 | 24378 | 12593 | 11785 |
Profit Streak | 4.8437 | 7.4166 | 4.8437 | 4.8437 | 7.4166 | 4.8437 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407575 | 258140 | 181062 | -106720 | -41857 | -460491 |
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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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