Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143092.1592 | 51246.3274 | 91845.8318 | 194074.7507 | 85112.59 | 108962.1607 |
Total P&L (%) | 143.0922 | 51.2463 | 91.8458 | 194.0748 | 85.1126 | 108.9622 |
Avg Daily Profit (%) | 0.5495 | 0.1968 | 0.3527 | 0.4151 | 0.2367 | 0.2834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28165 | -25029 | -47340 | -70802 | -48301 | -93166 |
Profit Factor | 1.2892 | 1.2124 | 1.3623 | 1.1984 | 1.1816 | 1.2137 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 166 | 81 | 85 | 166 | 81 | 85 |
Losing Trades | 210 | 107 | 103 | 210 | 107 | 103 |
Profitability (%) | 44.1489 | 43.0851 | 45.2128 | 44.1489 | 43.0851 | 45.2128 |
Ratio Avg Win / Avg Loss | 1.631 | 1.6016 | 1.6508 | 1.516 | 1.5609 | 1.4708 |
Largest Winning Trade | 24343 | 24343 | 20590 | 39760 | 39760 | 31722 |
Largest Losing Trade | -16865 | -9251 | -16865 | -34253 | -15998 | -34253 |
Avg Bars in Trades | 65 | 69 | 62 | 65 | 69 | 62 |
Avg Bars in Winners | 98 | 109 | 88 | 98 | 109 | 88 |
Avg Bars in Losers | 39 | 38 | 40 | 39 | 38 | 40 |
Bars Traded | 24740 | 13055 | 11685 | 24740 | 13055 | 11685 |
Profit Streak | 5.1349 | 5.1349 | 5.2287 | 5.1349 | 5.1349 | 5.2287 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422020 | 163085 | 334010 | 295850 | -14162 | 240002 |
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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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