Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110790.4671 | 39639.7557 | 71150.7113 | 61073.0085 | 30348.8067 | 30724.2018 |
Total P&L (%) | 110.7905 | 39.6398 | 71.1507 | 61.073 | 30.3488 | 30.7242 |
Avg Daily Profit (%) | 0.4254 | 0.1522 | 0.2732 | 0.1832 | 0.1018 | 0.1029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48816 | -46264 | -37779 | -101501 | -75985 | -70465 |
Profit Factor | 1.2088 | 1.1342 | 1.3024 | 1.075 | 1.0667 | 1.0856 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 207 | 106 | 101 | 207 | 106 | 101 |
Losing Trades | 200 | 98 | 102 | 200 | 98 | 102 |
Profitability (%) | 50.86 | 51.9608 | 49.7537 | 50.86 | 51.9608 | 49.7537 |
Ratio Avg Win / Avg Loss | 1.1679 | 1.0486 | 1.3153 | 1.0387 | 0.9862 | 1.0964 |
Largest Winning Trade | 54103 | 40482 | 54103 | 54550 | 54550 | 47309 |
Largest Losing Trade | -33516 | -21661 | -33516 | -46079 | -38646 | -46079 |
Avg Bars in Trades | 60 | 63 | 56 | 60 | 63 | 56 |
Avg Bars in Winners | 61 | 69 | 54 | 61 | 69 | 54 |
Avg Bars in Losers | 58 | 57 | 59 | 58 | 57 | 59 |
Bars Traded | 24449 | 12951 | 11498 | 24449 | 12951 | 11498 |
Profit Streak | 0 | 0 | 7.0945 | 0 | 0 | 7.0945 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357028 | -68620 | 306459 | -130271 | -209590 | -184798 |
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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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