Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91764.0882 | 24289.6548 | 67474.4334 | 77354.3757 | 31350.6872 | 46003.6884 |
Total P&L (%) | 91.7641 | 24.2897 | 67.4744 | 77.3544 | 31.3507 | 46.0037 |
Avg Daily Profit (%) | 0.3524 | 0.0933 | 0.2591 | 0.2203 | 0.1048 | 0.1454 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50415 | -27594 | -44444 | -96405 | -37048 | -85251 |
Profit Factor | 1.2309 | 1.1456 | 1.2927 | 1.1211 | 1.1257 | 1.1182 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Losing Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Profitability (%) | 45.2297 | 45.0704 | 45.3901 | 45.2297 | 45.0704 | 45.3901 |
Ratio Avg Win / Avg Loss | 1.4906 | 1.3962 | 1.5552 | 1.3576 | 1.3719 | 1.3454 |
Largest Winning Trade | 24878 | 19118 | 24878 | 30423 | 30423 | 25487 |
Largest Losing Trade | -22039 | -10993 | -22039 | -41776 | -21054 | -41776 |
Avg Bars in Trades | 86 | 66 | 107 | 86 | 66 | 107 |
Avg Bars in Winners | 96 | 75 | 117 | 96 | 75 | 117 |
Avg Bars in Losers | 79 | 59 | 99 | 79 | 59 | 99 |
Bars Traded | 24596 | 9424 | 15172 | 24596 | 9424 | 15172 |
Profit Streak | 5.589 | 5.589 | 6.1411 | 5.589 | 5.589 | 6.1411 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304987 | -135123 | 248659 | -79586 | -140691 | -93254 |
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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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