Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159197.9818 | 68320.5424 | 90877.4394 | 221049.9654 | 69939.7011 | 151110.2643 |
Total P&L (%) | 159.198 | 68.3205 | 90.8774 | 221.05 | 69.9397 | 151.1103 |
Avg Daily Profit (%) | 0.3057 | 0.1312 | 0.1745 | 0.2242 | 0.1019 | 0.1769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74929 | -43555 | -57696 | -393382 | -241479 | -193083 |
Profit Factor | 1.2184 | 1.1767 | 1.2654 | 1.1025 | 1.06 | 1.1527 |
Total Trades | 616 | 308 | 308 | 616 | 308 | 308 |
Winning Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Losing Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Profitability (%) | 51.2987 | 51.2987 | 51.2987 | 51.2987 | 51.2987 | 51.2987 |
Ratio Avg Win / Avg Loss | 1.1567 | 1.1171 | 1.2014 | 1.0467 | 1.0063 | 1.0944 |
Largest Winning Trade | 21531 | 21531 | 16706 | 49703 | 49703 | 34128 |
Largest Losing Trade | -16748 | -9642 | -16748 | -57813 | -57813 | -39695 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Losers | 40 | 40 | 40 | 40 | 40 | 40 |
Bars Traded | 24743 | 12973 | 11770 | 24743 | 12973 | 11770 |
Profit Streak | 0 | 0 | 7.9119 | 0 | 0 | 7.9119 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393371 | -43523 | 309808 | -97092 | -210911 | -43759 |
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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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