Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185612.4782 | 99204.5603 | 86407.9179 | 230376.5764 | 165023.6038 | 65352.9726 |
Total P&L (%) | 185.6125 | 99.2046 | 86.4079 | 230.3766 | 165.0236 | 65.353 |
Avg Daily Profit (%) | 0.3564 | 0.1905 | 0.1659 | 0.2297 | 0.1873 | 0.0966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60149 | -60077 | -28379 | -178350 | -178957 | -97924 |
Profit Factor | 1.2396 | 1.2681 | 1.2135 | 1.1279 | 1.1941 | 1.0687 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 231 | 118 | 113 | 231 | 118 | 113 |
Losing Trades | 217 | 106 | 111 | 217 | 106 | 111 |
Profitability (%) | 51.5625 | 52.6786 | 50.4464 | 51.5625 | 52.6786 | 50.4464 |
Ratio Avg Win / Avg Loss | 1.1645 | 1.1391 | 1.1921 | 1.0596 | 1.0726 | 1.0498 |
Largest Winning Trade | 22866 | 22866 | 22044 | 58160 | 58160 | 48584 |
Largest Losing Trade | -15029 | -14306 | -15029 | -55117 | -40743 | -55117 |
Avg Bars in Trades | 55 | 50 | 59 | 55 | 50 | 59 |
Avg Bars in Winners | 63 | 57 | 68 | 63 | 57 | 68 |
Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
Bars Traded | 24684 | 11356 | 13328 | 24684 | 11356 | 13328 |
Profit Streak | 1.4388 | 11.2097 | 1.4388 | 1.4388 | 11.2097 | 1.4388 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305336 | 336528 | 159319 | -72130 | 86188 | -211675 |
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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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