Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110533.315 | 60079.7362 | 50453.5788 | 126085.6436 | 76946.7704 | 49138.8733 |
Total P&L (%) | 110.5333 | 60.0797 | 50.4536 | 126.0856 | 76.9468 | 49.1389 |
Avg Daily Profit (%) | 0.4244 | 0.2307 | 0.1937 | 0.3137 | 0.2194 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54405 | -41428 | -35631 | -124229 | -100988 | -73901 |
Profit Factor | 1.2541 | 1.2406 | 1.2723 | 1.1629 | 1.1774 | 1.1444 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 160 | 82 | 78 | 160 | 82 | 78 |
Losing Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Profitability (%) | 52.459 | 53.5948 | 51.3158 | 52.459 | 53.5948 | 51.3158 |
Ratio Avg Win / Avg Loss | 1.1365 | 1.0742 | 1.2071 | 1.0539 | 1.0194 | 1.0857 |
Largest Winning Trade | 15852 | 15852 | 12075 | 24240 | 24240 | 19211 |
Largest Losing Trade | -17979 | -17979 | -9687 | -26415 | -26415 | -20659 |
Avg Bars in Trades | 81 | 80 | 82 | 81 | 80 | 82 |
Avg Bars in Winners | 74 | 71 | 78 | 74 | 71 | 78 |
Avg Bars in Losers | 88 | 90 | 87 | 88 | 90 | 87 |
Bars Traded | 24861 | 12307 | 12554 | 24861 | 12307 | 12554 |
Profit Streak | 0 | 0 | 3.3879 | 0 | 0 | 3.3879 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355001 | 225352 | 158811 | -32254 | -18297 | -57666 |
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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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