Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 50504.3415 | 33369.1856 | 17135.1559 | 30980.2349 | 25246.1598 | 5734.0751 |
Total P&L (%) | 50.5043 | 33.3692 | 17.1352 | 30.9802 | 25.2462 | 5.7341 |
Avg Daily Profit (%) | 0.3636 | 0.2402 | 0.1234 | 0.1945 | 0.1622 | 0.0401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60220 | -43474 | -34508 | -54742 | -36455 | -38633 |
Profit Factor | 1.2176 | 1.2865 | 1.1481 | 1.1458 | 1.2469 | 1.052 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 312 | 153 | 159 | 312 | 153 | 159 |
Losing Trades | 96 | 51 | 45 | 96 | 51 | 45 |
Profitability (%) | 76.4706 | 75 | 77.9412 | 76.4706 | 75 | 77.9412 |
Ratio Avg Win / Avg Loss | 0.3746 | 0.4288 | 0.3249 | 0.3526 | 0.4156 | 0.2977 |
Largest Winning Trade | 33667 | 33667 | 6080 | 26215 | 26215 | 6686 |
Largest Losing Trade | -30965 | -17330 | -30965 | -34631 | -14073 | -34631 |
Avg Bars in Trades | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Winners | 16 | 19 | 14 | 16 | 19 | 14 |
Avg Bars in Losers | 80 | 80 | 81 | 80 | 80 | 81 |
Bars Traded | 13040 | 7050 | 5990 | 13040 | 7050 | 5990 |
Profit Streak | 126.5033 | 126.5033 | 137.0762 | 126.5033 | 126.5033 | 137.0762 |
Trades During Streak | 12 | 6 | 24 | 12 | 6 | 24 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398191 | 248857 | -91940 | -51843 | 190131 | -465599 |
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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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