Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105131.2405 | 63829.6602 | 41301.5803 | 116428.5956 | 55841.7306 | 60586.865 |
Total P&L (%) | 105.1312 | 63.8297 | 41.3016 | 116.4286 | 55.8417 | 60.5869 |
Avg Daily Profit (%) | 0.4037 | 0.2451 | 0.1586 | 0.2969 | 0.1705 | 0.1821 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63008 | -51797 | -39601 | -114565 | -82454 | -65080 |
Profit Factor | 1.2723 | 1.2986 | 1.2396 | 1.1827 | 1.1575 | 1.2143 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Losing Trades | 148 | 73 | 75 | 148 | 73 | 75 |
Profitability (%) | 51.1551 | 51.6556 | 50.6579 | 51.1551 | 51.6556 | 50.6579 |
Ratio Avg Win / Avg Loss | 1.2148 | 1.2153 | 1.2074 | 1.1293 | 1.0833 | 1.1827 |
Largest Winning Trade | 23859 | 23859 | 16570 | 40011 | 40011 | 26750 |
Largest Losing Trade | -13575 | -13575 | -11136 | -19162 | -19162 | -15212 |
Avg Bars in Trades | 81 | 81 | 80 | 81 | 81 | 80 |
Avg Bars in Winners | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Losers | 90 | 97 | 84 | 90 | 97 | 84 |
Bars Traded | 24673 | 12380 | 12293 | 24673 | 12380 | 12293 |
Profit Streak | 5.2281 | 8.5823 | 5.2281 | 5.2281 | 8.5823 | 5.2281 |
Trades During Streak | 10 | 7 | 5 | 10 | 7 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409176 | 304223 | 197904 | -9023 | -40069 | 252795 |
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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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