Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138393.0722 | 69920.2371 | 68472.8351 | 111665.7075 | 31140.2825 | 80525.425 |
Total P&L (%) | 138.3931 | 69.9202 | 68.4728 | 111.6657 | 31.1403 | 80.5254 |
Avg Daily Profit (%) | 0.2657 | 0.1342 | 0.1315 | 0.1441 | 0.0521 | 0.1135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74918 | -47544 | -50412 | -123954 | -81783 | -67763 |
Profit Factor | 1.2178 | 1.1981 | 1.2424 | 1.1261 | 1.0628 | 1.2063 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 169 | 79 | 90 | 169 | 79 | 90 |
Losing Trades | 137 | 74 | 63 | 137 | 74 | 63 |
Profitability (%) | 55.2288 | 51.634 | 58.8235 | 55.2288 | 51.634 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.9872 | 1.1222 | 0.8697 | 0.9128 | 0.9956 | 0.8444 |
Largest Winning Trade | 27110 | 24167 | 27110 | 34465 | 24570 | 34465 |
Largest Losing Trade | -25198 | -25198 | -16826 | -47965 | -47965 | -27352 |
Avg Bars in Trades | 80 | 85 | 75 | 80 | 85 | 75 |
Avg Bars in Winners | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Losers | 83 | 91 | 75 | 83 | 91 | 75 |
Bars Traded | 24633 | 13075 | 11558 | 24633 | 13075 | 11558 |
Profit Streak | 5.1366 | 6.1782 | 5.1366 | 5.1366 | 6.1782 | 5.1366 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323617 | -15875 | -18015 | -81350 | -278883 | -42119 |
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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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