Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71305.4295 | 43448.6991 | 27856.7305 | 92405.7267 | 50470.9603 | 41934.7664 |
Total P&L (%) | 71.3054 | 43.4487 | 27.8567 | 92.4057 | 50.471 | 41.9348 |
Avg Daily Profit (%) | 0.1553 | 0.0946 | 0.0607 | 0.1427 | 0.089 | 0.0763 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30808 | -14836 | -20935 | -43137 | -20882 | -28349 |
Profit Factor | 1.6373 | 1.9294 | 1.4277 | 1.6577 | 1.8118 | 1.5354 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 268 | 132 | 136 | 268 | 132 | 136 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 74.4444 | 73.3333 | 75.5556 | 74.4444 | 73.3333 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.5621 | 0.7016 | 0.4619 | 0.5691 | 0.6589 | 0.4967 |
Largest Winning Trade | 5000 | 3948 | 5000 | 9163 | 5504 | 9163 |
Largest Losing Trade | -16669 | -7304 | -16669 | -23345 | -11124 | -23345 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Losers | 77 | 70 | 85 | 77 | 70 | 85 |
Bars Traded | 10445 | 4894 | 5551 | 10445 | 4894 | 5551 |
Profit Streak | 614.488 | 0 | 618.738 | 614.488 | 0 | 618.738 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457516 | -64442 | -111720 | 104734 | -71798 | -88967 |
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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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