Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94029.4442 | 45385.0758 | 48644.3684 | 84354.1318 | 39739.6512 | 44614.4806 |
Total P&L (%) | 94.0294 | 45.3851 | 48.6444 | 84.3541 | 39.7397 | 44.6145 |
Avg Daily Profit (%) | 0.3611 | 0.1743 | 0.1868 | 0.2352 | 0.1286 | 0.1418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41992 | -35869 | -28755 | -72655 | -60699 | -46319 |
Profit Factor | 1.2202 | 1.1938 | 1.2522 | 1.1298 | 1.1085 | 1.1574 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 156 | 73 | 83 | 156 | 73 | 83 |
Losing Trades | 140 | 75 | 65 | 140 | 75 | 65 |
Profitability (%) | 52.7027 | 49.3243 | 56.0811 | 52.7027 | 49.3243 | 56.0811 |
Ratio Avg Win / Avg Loss | 1.095 | 1.2265 | 0.9806 | 1.0139 | 1.1388 | 0.9064 |
Largest Winning Trade | 30871 | 30871 | 15936 | 46811 | 46811 | 20720 |
Largest Losing Trade | -13402 | -12453 | -13402 | -23191 | -23191 | -19664 |
Avg Bars in Trades | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Winners | 81 | 79 | 83 | 81 | 79 | 83 |
Avg Bars in Losers | 86 | 86 | 84 | 86 | 86 | 84 |
Bars Traded | 24721 | 12305 | 12416 | 24721 | 12305 | 12416 |
Profit Streak | 0 | 0 | 6.3031 | 0 | 0 | 6.3031 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327481 | -3509 | 147698 | -69308 | -126670 | -54707 |
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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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