Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86422.0912 | 38404.0537 | 48018.0375 | 78647.7471 | 95241.2473 | -16593.5003 |
Total P&L (%) | 86.4221 | 38.4041 | 48.018 | 78.6477 | 95.2412 | -16.5935 |
Avg Daily Profit (%) | 0.3319 | 0.1475 | 0.1844 | 0.2231 | 0.2572 | -0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101107 | -43066 | -67184 | -315924 | -128561 | -203162 |
Profit Factor | 1.1991 | 1.1747 | 1.2241 | 1.0745 | 1.1862 | 0.9695 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Losing Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Profitability (%) | 51.049 | 51.049 | 51.049 | 51.049 | 51.049 | 51.049 |
Ratio Avg Win / Avg Loss | 1.1498 | 1.1264 | 1.1738 | 1.0303 | 1.1374 | 0.9297 |
Largest Winning Trade | 18312 | 15612 | 18312 | 52658 | 52658 | 33732 |
Largest Losing Trade | -12244 | -10116 | -12244 | -29227 | -29227 | -29029 |
Avg Bars in Trades | 86 | 86 | 87 | 86 | 86 | 87 |
Avg Bars in Winners | 86 | 86 | 86 | 86 | 86 | 86 |
Avg Bars in Losers | 87 | 86 | 87 | 87 | 86 | 87 |
Bars Traded | 24869 | 12402 | 12467 | 24869 | 12402 | 12467 |
Profit Streak | 4.3275 | 4.3275 | 8.8379 | 4.3275 | 4.3275 | 8.8379 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304720 | -27792 | 207255 | -129497 | -8535 | -580618 |
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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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