Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139840.2328 | 93935.2672 | 45904.9656 | 124109.2527 | 89335.6836 | 34773.5691 |
Total P&L (%) | 139.8402 | 93.9353 | 45.905 | 124.1093 | 89.3357 | 34.7736 |
Avg Daily Profit (%) | 0.2685 | 0.1804 | 0.0881 | 0.1551 | 0.1226 | 0.0573 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87225 | -70674 | -40420 | -191192 | -169453 | -92183 |
Profit Factor | 1.2064 | 1.275 | 1.1366 | 1.1076 | 1.1516 | 1.0616 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 176 | 86 | 90 | 176 | 86 | 90 |
Losing Trades | 220 | 112 | 108 | 220 | 112 | 108 |
Profitability (%) | 44.4444 | 43.4343 | 45.4545 | 44.4444 | 43.4343 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.5079 | 1.6604 | 1.3639 | 1.3845 | 1.4998 | 1.274 |
Largest Winning Trade | 25719 | 25719 | 23298 | 54438 | 44589 | 54438 |
Largest Losing Trade | -18535 | -18535 | -11053 | -38027 | -38027 | -25496 |
Avg Bars in Trades | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Winners | 86 | 84 | 88 | 86 | 84 | 88 |
Avg Bars in Losers | 42 | 45 | 40 | 42 | 45 | 40 |
Bars Traded | 24686 | 12360 | 12326 | 24686 | 12360 | 12326 |
Profit Streak | 6.3911 | 9.9119 | 0 | 6.3911 | 9.9119 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319017 | 250503 | -149099 | -94904 | -84595 | -273658 |
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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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