Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 51805.3517 | 31724.1275 | 20081.2242 | 30765.1963 | 27918.5523 | 2846.644 |
Total P&L (%) | 51.8054 | 31.7241 | 20.0812 | 30.7652 | 27.9186 | 2.8466 |
Avg Daily Profit (%) | 0.3729 | 0.2284 | 0.1446 | 0.1933 | 0.1774 | 0.0202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48707 | -33009 | -40438 | -53606 | -31992 | -46172 |
Profit Factor | 1.2125 | 1.286 | 1.1511 | 1.1294 | 1.274 | 1.0209 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 80.6122 | 80.2721 | 80.9524 | 80.6122 | 80.2721 | 80.9524 |
Ratio Avg Win / Avg Loss | 0.2916 | 0.3161 | 0.2708 | 0.2716 | 0.3131 | 0.2402 |
Largest Winning Trade | 7959 | 7056 | 7959 | 9549 | 7907 | 9549 |
Largest Losing Trade | -29724 | -17611 | -29724 | -31536 | -14667 | -31536 |
Avg Bars in Trades | 44 | 43 | 45 | 44 | 43 | 45 |
Avg Bars in Winners | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Losers | 144 | 151 | 136 | 144 | 151 | 136 |
Bars Traded | 13058 | 6406 | 6652 | 13058 | 6406 | 6652 |
Profit Streak | 129.457 | 129.457 | 134.5716 | 129.457 | 129.457 | 134.5716 |
Trades During Streak | 10 | 5 | 13 | 10 | 5 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398089 | 248485 | -58922 | -70075 | 217971 | -526818 |
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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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