Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91691.6964 | 47204.0642 | 44487.6321 | 95664.3422 | 37899.5158 | 57764.8264 |
Total P&L (%) | 91.6917 | 47.2041 | 44.4876 | 95.6643 | 37.8995 | 57.7648 |
Avg Daily Profit (%) | 0.3521 | 0.1813 | 0.1708 | 0.2581 | 0.1235 | 0.1752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36395 | -26024 | -45341 | -75528 | -57377 | -84169 |
Profit Factor | 1.2307 | 1.2347 | 1.2267 | 1.1307 | 1.1003 | 1.1632 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Losing Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Profitability (%) | 51.8634 | 52.1739 | 51.5528 | 51.8634 | 52.1739 | 51.5528 |
Ratio Avg Win / Avg Loss | 1.1423 | 1.1318 | 1.1528 | 1.0495 | 1.0086 | 1.0931 |
Largest Winning Trade | 23269 | 23269 | 13163 | 23846 | 23846 | 21792 |
Largest Losing Trade | -14589 | -14589 | -8177 | -30177 | -30177 | -16089 |
Avg Bars in Trades | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Winners | 71 | 70 | 72 | 71 | 70 | 72 |
Avg Bars in Losers | 82 | 85 | 79 | 82 | 85 | 79 |
Bars Traded | 24713 | 12497 | 12216 | 24713 | 12497 | 12216 |
Profit Streak | 3.707 | 3.707 | 5.2174 | 3.707 | 3.707 | 5.2174 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326820 | 152885 | 211791 | -68133 | -142103 | -33741 |
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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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