Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116402.5237 | 68046.5329 | 48355.9909 | 153364.5206 | 103261.0425 | 50103.4782 |
Total P&L (%) | 116.4025 | 68.0465 | 48.356 | 153.3645 | 103.261 | 50.1035 |
Avg Daily Profit (%) | 0.838 | 0.4899 | 0.3481 | 0.6715 | 0.5119 | 0.2928 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40341 | -20258 | -38319 | -72045 | -32305 | -67517 |
Profit Factor | 1.2741 | 1.3238 | 1.2255 | 1.2326 | 1.3182 | 1.1496 |
Total Trades | 472 | 236 | 236 | 472 | 236 | 236 |
Winning Trades | 180 | 89 | 91 | 180 | 89 | 91 |
Losing Trades | 292 | 147 | 145 | 292 | 147 | 145 |
Profitability (%) | 38.1356 | 37.7119 | 38.5593 | 38.1356 | 37.7119 | 38.5593 |
Ratio Avg Win / Avg Loss | 2.0669 | 2.1865 | 1.9527 | 1.9995 | 2.1773 | 1.8318 |
Largest Winning Trade | 22545 | 22545 | 17072 | 39184 | 39184 | 23523 |
Largest Losing Trade | -4981 | -4981 | -4965 | -11760 | -8757 | -11760 |
Avg Bars in Trades | 27 | 27 | 28 | 27 | 27 | 28 |
Avg Bars in Winners | 48 | 50 | 47 | 48 | 50 | 47 |
Avg Bars in Losers | 14 | 13 | 16 | 14 | 13 | 16 |
Bars Traded | 13149 | 6508 | 6641 | 13149 | 6508 | 6641 |
Profit Streak | 0 | 125.5683 | 0 | 0 | 125.5683 | 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 | 376062 | 235797 | 113458 | 316190 | 236051 | -53055 |
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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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