Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158542.5567 | 90730.4189 | 67812.1377 | 181445.9163 | 122592.1909 | 58853.7254 |
Total P&L (%) | 158.5426 | 90.7304 | 67.8121 | 181.4459 | 122.5922 | 58.8537 |
Avg Daily Profit (%) | 0.6088 | 0.3484 | 0.2604 | 0.3981 | 0.3077 | 0.1779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44768 | -42268 | -56840 | -159568 | -119587 | -192855 |
Profit Factor | 1.24 | 1.2705 | 1.2086 | 1.0965 | 1.1282 | 1.0636 |
Total Trades | 509 | 255 | 254 | 509 | 255 | 254 |
Winning Trades | 330 | 166 | 164 | 330 | 166 | 164 |
Losing Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Profitability (%) | 64.833 | 65.098 | 64.5669 | 64.833 | 65.098 | 64.5669 |
Ratio Avg Win / Avg Loss | 0.6726 | 0.6812 | 0.6632 | 0.5947 | 0.6049 | 0.5837 |
Largest Winning Trade | 16503 | 15690 | 16503 | 37624 | 29826 | 37624 |
Largest Losing Trade | -33152 | -33152 | -30395 | -98132 | -90977 | -98132 |
Avg Bars in Trades | 48 | 48 | 49 | 48 | 48 | 49 |
Avg Bars in Winners | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Losers | 75 | 77 | 74 | 75 | 77 | 74 |
Bars Traded | 24910 | 12379 | 12531 | 24910 | 12379 | 12531 |
Profit Streak | 2.3232 | 2.3232 | 2.5419 | 2.3232 | 2.3232 | 2.5419 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397678 | 240744 | 199411 | -104894 | -73087 | -145806 |
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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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