Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92692.4518 | 26515.7541 | 66176.6977 | 78593.4917 | 37424.8649 | 41168.6268 |
Total P&L (%) | 92.6925 | 26.5158 | 66.1767 | 78.5935 | 37.4249 | 41.1686 |
Avg Daily Profit (%) | 0.3559 | 0.1018 | 0.2541 | 0.2229 | 0.1221 | 0.1325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50363 | -37565 | -29946 | -56531 | -36985 | -35873 |
Profit Factor | 1.2031 | 1.1184 | 1.2849 | 1.1427 | 1.1377 | 1.1475 |
Total Trades | 290 | 145 | 145 | 290 | 145 | 145 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 154 | 80 | 74 | 154 | 80 | 74 |
Profitability (%) | 46.8966 | 44.8276 | 48.9655 | 46.8966 | 44.8276 | 48.9655 |
Ratio Avg Win / Avg Loss | 1.3624 | 1.3765 | 1.3392 | 1.2939 | 1.4003 | 1.196 |
Largest Winning Trade | 27677 | 26553 | 27677 | 39146 | 39146 | 18265 |
Largest Losing Trade | -16464 | -10534 | -16464 | -20708 | -17096 | -20708 |
Avg Bars in Trades | 84 | 82 | 86 | 84 | 82 | 86 |
Avg Bars in Winners | 111 | 108 | 114 | 111 | 108 | 114 |
Avg Bars in Losers | 61 | 62 | 60 | 61 | 62 | 60 |
Bars Traded | 24601 | 12019 | 12582 | 24601 | 12019 | 12582 |
Profit Streak | 4.9311 | 4.9311 | 5.4728 | 4.9311 | 4.9311 | 5.4728 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322986 | -153235 | 253053 | -55209 | -103864 | -77305 |
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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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