Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157554.9071 | 66334.696 | 91220.2111 | 207170.7026 | 104348.2375 | 102822.4651 |
Total P&L (%) | 157.5549 | 66.3347 | 91.2202 | 207.1707 | 104.3482 | 102.8225 |
Avg Daily Profit (%) | 0.605 | 0.2547 | 0.3503 | 0.4319 | 0.2748 | 0.2719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59059 | -22822 | -65105 | -136501 | -65796 | -156299 |
Profit Factor | 1.2854 | 1.2499 | 1.3184 | 1.1555 | 1.1686 | 1.1441 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Losing Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Profitability (%) | 47.7941 | 47.549 | 48.0392 | 47.7941 | 47.549 | 48.0392 |
Ratio Avg Win / Avg Loss | 1.4041 | 1.3787 | 1.426 | 1.2621 | 1.2891 | 1.2375 |
Largest Winning Trade | 32115 | 17100 | 32115 | 88638 | 35399 | 88638 |
Largest Losing Trade | -20058 | -12627 | -20058 | -58148 | -24673 | -58148 |
Avg Bars in Trades | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Winners | 69 | 69 | 70 | 69 | 69 | 70 |
Avg Bars in Losers | 51 | 52 | 50 | 51 | 52 | 50 |
Bars Traded | 24604 | 12347 | 12257 | 24604 | 12347 | 12257 |
Profit Streak | 0 | 2.2751 | 0 | 0 | 2.2751 | 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 | 394442 | 142639 | 268414 | -40021 | -30433 | -55458 |
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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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