Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52724.2212 | 32244.8569 | 20479.3642 | 44896.8289 | 34144.4441 | 10752.3848 |
Total P&L (%) | 52.7242 | 32.2449 | 20.4794 | 44.8968 | 34.1444 | 10.7524 |
Avg Daily Profit (%) | 0.6074 | 0.3714 | 0.2359 | 0.4281 | 0.339 | 0.1177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47571 | -24687 | -31415 | -47811 | -24576 | -31613 |
Profit Factor | 1.3321 | 1.4598 | 1.231 | 1.2888 | 1.4997 | 1.1234 |
Total Trades | 389 | 194 | 195 | 389 | 194 | 195 |
Winning Trades | 187 | 92 | 95 | 187 | 92 | 95 |
Losing Trades | 202 | 102 | 100 | 202 | 102 | 100 |
Profitability (%) | 48.072 | 47.4227 | 48.7179 | 48.072 | 47.4227 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.4389 | 1.6185 | 1.2958 | 1.3922 | 1.6627 | 1.1826 |
Largest Winning Trade | 39653 | 33150 | 39653 | 36015 | 36015 | 30848 |
Largest Losing Trade | -12348 | -9601 | -12348 | -13770 | -10399 | -13770 |
Avg Bars in Trades | 62 | 60 | 65 | 62 | 60 | 65 |
Avg Bars in Winners | 49 | 48 | 49 | 49 | 48 | 49 |
Avg Bars in Losers | 75 | 71 | 80 | 75 | 71 | 80 |
Bars Traded | 24426 | 11702 | 12724 | 24426 | 11702 | 12724 |
Profit Streak | 2.7387 | 2.7387 | 2.7491 | 2.7387 | 2.7387 | 2.7491 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325297 | 160713 | -1871 | 237770 | 165572 | -265861 |
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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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