Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168462.2922 | 93563.2436 | 74899.0486 | 222380.2091 | 125516.3353 | 96863.8738 |
Total P&L (%) | 168.4623 | 93.5632 | 74.899 | 222.3802 | 125.5163 | 96.8639 |
Avg Daily Profit (%) | 0.3235 | 0.1796 | 0.1438 | 0.225 | 0.1563 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49570 | -47806 | -32178 | -228863 | -150401 | -131924 |
Profit Factor | 1.2972 | 1.31 | 1.2826 | 1.1454 | 1.1482 | 1.142 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 181 | 85 | 96 | 181 | 85 | 96 |
Losing Trades | 235 | 123 | 112 | 235 | 123 | 112 |
Profitability (%) | 43.5096 | 40.8654 | 46.1538 | 43.5096 | 40.8654 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.6842 | 1.8957 | 1.4963 | 1.4871 | 1.6615 | 1.3323 |
Largest Winning Trade | 36923 | 36923 | 24606 | 98981 | 98981 | 57970 |
Largest Losing Trade | -10657 | -10657 | -10238 | -43347 | -43347 | -40788 |
Avg Bars in Trades | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Winners | 88 | 90 | 87 | 88 | 90 | 87 |
Avg Bars in Losers | 35 | 32 | 39 | 35 | 32 | 39 |
Bars Traded | 24482 | 11630 | 12852 | 24482 | 11630 | 12852 |
Profit Streak | 5.3927 | 5.3927 | 5.4968 | 5.3927 | 5.3927 | 5.4968 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379283 | 209666 | -1441 | -52055 | -52041 | -84007 |
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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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