Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91855.5296 | 54507.1459 | 37348.3837 | 83193.4743 | 55703.7063 | 27489.768 |
Total P&L (%) | 91.8555 | 54.5071 | 37.3484 | 83.1935 | 55.7037 | 27.4898 |
Avg Daily Profit (%) | 0.3527 | 0.2093 | 0.1434 | 0.2327 | 0.1702 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46133 | -26810 | -48662 | -107596 | -59049 | -119068 |
Profit Factor | 1.2059 | 1.2705 | 1.1528 | 1.0908 | 1.1358 | 1.0543 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.0719 | 1.1293 | 1.0247 | 0.9696 | 1.0096 | 0.9372 |
Largest Winning Trade | 15928 | 15928 | 14691 | 35960 | 30842 | 35960 |
Largest Losing Trade | -12369 | -11734 | -12369 | -27061 | -24875 | -27061 |
Avg Bars in Trades | 91 | 91 | 90 | 91 | 91 | 90 |
Avg Bars in Winners | 81 | 78 | 84 | 81 | 78 | 84 |
Avg Bars in Losers | 101 | 107 | 96 | 101 | 107 | 96 |
Bars Traded | 24756 | 12496 | 12260 | 24756 | 12496 | 12260 |
Profit Streak | 0 | 8.5915 | 0 | 0 | 8.5915 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318385 | 250559 | -57746 | -114039 | -64380 | -235409 |
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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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