Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96952.3888 | 58296.0195 | 38656.3692 | 95718.5482 | 60718.2039 | 35000.3443 |
Total P&L (%) | 96.9524 | 58.296 | 38.6564 | 95.7185 | 60.7182 | 35.0003 |
Avg Daily Profit (%) | 0.3723 | 0.2239 | 0.1484 | 0.2582 | 0.1824 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75531 | -33212 | -60724 | -213787 | -100262 | -156471 |
Profit Factor | 1.2319 | 1.2834 | 1.182 | 1.101 | 1.1287 | 1.0736 |
Total Trades | 363 | 182 | 181 | 363 | 182 | 181 |
Winning Trades | 156 | 79 | 77 | 156 | 79 | 77 |
Losing Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Profitability (%) | 42.9752 | 43.4066 | 42.5414 | 42.9752 | 43.4066 | 42.5414 |
Ratio Avg Win / Avg Loss | 1.6346 | 1.6732 | 1.5965 | 1.461 | 1.4716 | 1.45 |
Largest Winning Trade | 41390 | 41390 | 23231 | 46482 | 46482 | 27652 |
Largest Losing Trade | -14037 | -6396 | -14037 | -39424 | -19964 | -39424 |
Avg Bars in Trades | 67 | 68 | 67 | 67 | 68 | 67 |
Avg Bars in Winners | 83 | 78 | 89 | 83 | 78 | 89 |
Avg Bars in Losers | 55 | 60 | 50 | 55 | 60 | 50 |
Bars Traded | 24560 | 12422 | 12138 | 24560 | 12422 | 12138 |
Profit Streak | 5.1796 | 5.1796 | 5.5234 | 5.1796 | 5.1796 | 5.5234 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336447 | 222546 | -18732 | -101816 | -74050 | -183649 |
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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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