Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112007.6965 | 46183.3817 | 65824.3148 | 112131.6197 | 59804.3958 | 52327.2239 |
Total P&L (%) | 112.0077 | 46.1834 | 65.8243 | 112.1316 | 59.8044 | 52.3272 |
Avg Daily Profit (%) | 0.4301 | 0.1773 | 0.2528 | 0.2892 | 0.1802 | 0.1617 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55860 | -58867 | -24371 | -57347 | -42613 | -35104 |
Profit Factor | 1.2098 | 1.1729 | 1.2468 | 1.2039 | 1.221 | 1.1873 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 203 | 98 | 105 | 203 | 98 | 105 |
Losing Trades | 271 | 139 | 132 | 271 | 139 | 132 |
Profitability (%) | 42.827 | 41.3502 | 44.3038 | 42.827 | 41.3502 | 44.3038 |
Ratio Avg Win / Avg Loss | 1.6151 | 1.6636 | 1.5674 | 1.6072 | 1.7318 | 1.4926 |
Largest Winning Trade | 28019 | 21435 | 28019 | 29276 | 29276 | 21096 |
Largest Losing Trade | -13559 | -10968 | -13559 | -30578 | -12113 | -30578 |
Avg Bars in Trades | 52 | 51 | 52 | 52 | 51 | 52 |
Avg Bars in Winners | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Losers | 34 | 33 | 34 | 34 | 33 | 34 |
Bars Traded | 24663 | 12226 | 12437 | 24663 | 12226 | 12437 |
Profit Streak | 5.0849 | 0 | 7.637 | 5.0849 | 0 | 7.637 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332612 | -27586 | 264511 | 287952 | 122731 | -9666 |
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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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