Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54534.7681 | 17394.6603 | 37140.1078 | 58563.0918 | 6905.0954 | 51657.9964 |
Total P&L (%) | 54.5348 | 17.3947 | 37.1401 | 58.5631 | 6.9051 | 51.658 |
Avg Daily Profit (%) | 0.6282 | 0.2004 | 0.4278 | 0.5324 | 0.0769 | 0.4809 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43340 | -35381 | -21759 | -96597 | -78037 | -44006 |
Profit Factor | 1.2676 | 1.1503 | 1.4216 | 1.1409 | 1.0289 | 1.2929 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 188 | 97 | 91 | 188 | 97 | 91 |
Losing Trades | 108 | 51 | 57 | 108 | 51 | 57 |
Profitability (%) | 63.5135 | 65.5405 | 61.4865 | 63.5135 | 65.5405 | 61.4865 |
Ratio Avg Win / Avg Loss | 0.7282 | 0.6048 | 0.8904 | 0.6554 | 0.5409 | 0.8098 |
Largest Winning Trade | 6105 | 6030 | 6105 | 9156 | 9156 | 8756 |
Largest Losing Trade | -14216 | -14216 | -5233 | -31786 | -31786 | -11492 |
Avg Bars in Trades | 82 | 83 | 82 | 82 | 83 | 82 |
Avg Bars in Winners | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Losers | 141 | 151 | 132 | 141 | 151 | 132 |
Bars Traded | 24473 | 12285 | 12188 | 24473 | 12285 | 12188 |
Profit Streak | 0 | 1.4662 | 0 | 0 | 1.4662 | 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 | 353600 | -60460 | 202751 | -56138 | -449069 | 235899 |
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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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