Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82392.2484 | 43464.9273 | 38927.3211 | 102394.7401 | 36166.3249 | 66228.4152 |
Total P&L (%) | 82.3922 | 43.4649 | 38.9273 | 102.3947 | 36.1663 | 66.2284 |
Avg Daily Profit (%) | 0.1795 | 0.0947 | 0.0848 | 0.1537 | 0.0673 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26428 | -26428 | -19106 | -71013 | -71013 | -28498 |
Profit Factor | 1.513 | 1.5401 | 1.4858 | 1.3643 | 1.2293 | 1.5367 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 81.875 | 81.875 | 81.875 | 81.875 | 81.875 | 81.875 |
Ratio Avg Win / Avg Loss | 0.3349 | 0.3409 | 0.3289 | 0.302 | 0.2721 | 0.3402 |
Largest Winning Trade | 6600 | 5379 | 6600 | 7356 | 7356 | 6783 |
Largest Losing Trade | -26428 | -26428 | -19106 | -71013 | -71013 | -28498 |
Avg Bars in Trades | 33 | 31 | 34 | 33 | 31 | 34 |
Avg Bars in Winners | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Losers | 106 | 102 | 111 | 106 | 102 | 111 |
Bars Traded | 10694 | 5110 | 5584 | 10694 | 5110 | 5584 |
Profit Streak | 0 | 601.2142 | 0 | 0 | 601.2142 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437191 | -63773 | -78645 | 396540 | -102869 | -41648 |
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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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