Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44169.0521 | 17389.3558 | 26779.6964 | 47701.7631 | 16522.0518 | 31179.7113 |
Total P&L (%) | 44.1691 | 17.3894 | 26.7797 | 47.7018 | 16.5221 | 31.1797 |
Avg Daily Profit (%) | 0.8481 | 0.3339 | 0.5142 | 0.7517 | 0.294 | 0.5225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21557 | -19950 | -9206 | -33677 | -31795 | -15014 |
Profit Factor | 1.2731 | 1.1964 | 1.3659 | 1.1972 | 1.125 | 1.2841 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 163 | 77 | 86 | 163 | 77 | 86 |
Losing Trades | 143 | 76 | 67 | 143 | 76 | 67 |
Profitability (%) | 53.268 | 50.3268 | 56.2092 | 53.268 | 50.3268 | 56.2092 |
Ratio Avg Win / Avg Loss | 1.1169 | 1.1808 | 1.0641 | 1.0503 | 1.1104 | 1.0004 |
Largest Winning Trade | 6697 | 6697 | 4996 | 10509 | 10509 | 7171 |
Largest Losing Trade | -9244 | -9244 | -5438 | -14458 | -14458 | -8308 |
Avg Bars in Trades | 79 | 78 | 79 | 79 | 78 | 79 |
Avg Bars in Winners | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Losers | 85 | 87 | 84 | 85 | 87 | 84 |
Bars Traded | 24257 | 12060 | 12196 | 24257 | 12060 | 12196 |
Profit Streak | 10.6604 | 0 | 10.6979 | 10.6604 | 0 | 10.6979 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413072 | -6140 | 263354 | 279550 | -85606 | 251991 |
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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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