Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30540.5608 | 16241.7822 | 14298.7786 | 33591.5437 | 17022.7999 | 16568.7438 |
Total P&L (%) | 30.5406 | 16.2418 | 14.2988 | 33.5915 | 17.0228 | 16.5687 |
Avg Daily Profit (%) | 1.7592 | 0.9356 | 0.8237 | 1.6823 | 0.9096 | 0.887 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16518 | -10844 | -11538 | -16426 | -10779 | -11297 |
Profit Factor | 1.3024 | 1.32 | 1.2845 | 1.3107 | 1.3133 | 1.308 |
Total Trades | 373 | 186 | 187 | 373 | 186 | 187 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 206 | 102 | 104 | 206 | 102 | 104 |
Profitability (%) | 44.7721 | 45.1613 | 44.385 | 44.7721 | 45.1613 | 44.385 |
Ratio Avg Win / Avg Loss | 1.6065 | 1.6029 | 1.6095 | 1.6168 | 1.5947 | 1.639 |
Largest Winning Trade | 7423 | 7423 | 3747 | 6719 | 6719 | 3729 |
Largest Losing Trade | -2736 | -2701 | -2736 | -3108 | -3108 | -2661 |
Avg Bars in Trades | 66 | 66 | 66 | 66 | 66 | 66 |
Avg Bars in Winners | 91 | 89 | 94 | 91 | 89 | 94 |
Avg Bars in Losers | 45 | 48 | 43 | 45 | 48 | 43 |
Bars Traded | 24797 | 12442 | 12354 | 24797 | 12442 | 12354 |
Profit Streak | 0 | 3.6617 | 0 | 0 | 3.6617 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351210 | 66185 | -21539 | 360399 | 82644 | 54750 |
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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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