Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109950.7396 | 56526.4436 | 53424.296 | 126577.6803 | 48981.4772 | 77596.2031 |
Total P&L (%) | 109.9507 | 56.5264 | 53.4243 | 126.5777 | 48.9815 | 77.5962 |
Avg Daily Profit (%) | 0.4222 | 0.2171 | 0.2051 | 0.3146 | 0.1532 | 0.2208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46406 | -36394 | -28846 | -130297 | -81780 | -65238 |
Profit Factor | 1.3035 | 1.2956 | 1.3123 | 1.1585 | 1.114 | 1.2104 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 152 | 73 | 79 | 152 | 73 | 79 |
Losing Trades | 125 | 66 | 59 | 125 | 66 | 59 |
Profitability (%) | 54.8736 | 52.518 | 57.2464 | 54.8736 | 52.518 | 57.2464 |
Ratio Avg Win / Avg Loss | 1.0719 | 1.1713 | 0.98 | 0.9527 | 1.0072 | 0.904 |
Largest Winning Trade | 18518 | 18518 | 13258 | 33494 | 33494 | 24456 |
Largest Losing Trade | -19045 | -19045 | -10770 | -39640 | -39640 | -26103 |
Avg Bars in Trades | 88 | 88 | 89 | 88 | 88 | 89 |
Avg Bars in Winners | 85 | 78 | 92 | 85 | 78 | 92 |
Avg Bars in Losers | 92 | 99 | 84 | 92 | 99 | 84 |
Bars Traded | 24596 | 12264 | 12332 | 24596 | 12264 | 12332 |
Profit Streak | 2.9262 | 6.2804 | 0 | 2.9262 | 6.2804 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327343 | 246134 | 158672 | -39747 | -89419 | 180856 |
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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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