Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140526.4941 | 95278.0966 | 45248.3976 | 147780.3071 | 129255.0834 | 18525.2237 |
Total P&L (%) | 140.5265 | 95.2781 | 45.2484 | 147.7803 | 129.2551 | 18.5252 |
Avg Daily Profit (%) | 0.2698 | 0.1829 | 0.0869 | 0.1744 | 0.1594 | 0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45050 | -50217 | -46929 | -117639 | -121061 | -133921 |
Profit Factor | 1.2736 | 1.3589 | 1.1823 | 1.133 | 1.233 | 1.0333 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Losing Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Profitability (%) | 50.5455 | 50.7246 | 50.365 | 50.5455 | 50.7246 | 50.365 |
Ratio Avg Win / Avg Loss | 1.2461 | 1.3201 | 1.1652 | 1.1085 | 1.1978 | 1.0183 |
Largest Winning Trade | 24414 | 24414 | 18246 | 50025 | 50025 | 40608 |
Largest Losing Trade | -19816 | -19816 | -17698 | -45384 | -45384 | -41652 |
Avg Bars in Trades | 88 | 93 | 84 | 88 | 93 | 84 |
Avg Bars in Winners | 86 | 85 | 86 | 86 | 85 | 86 |
Avg Bars in Losers | 91 | 100 | 83 | 91 | 100 | 83 |
Bars Traded | 24469 | 12850 | 11618 | 24469 | 12850 | 11618 |
Profit Streak | 5.5133 | 7.2842 | 0 | 5.5133 | 7.2842 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352329 | 285733 | -99406 | -65203 | 250797 | -341791 |
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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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