Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114424.2131 | 52340.1426 | 62084.0705 | 136104.9129 | 63754.2284 | 72350.6845 |
Total P&L (%) | 114.4242 | 52.3401 | 62.0841 | 136.1049 | 63.7542 | 72.3507 |
Avg Daily Profit (%) | 0.4394 | 0.201 | 0.2384 | 0.3304 | 0.1896 | 0.2093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60855 | -55666 | -41760 | -108834 | -56909 | -70343 |
Profit Factor | 1.2706 | 1.2265 | 1.3236 | 1.2106 | 1.1812 | 1.2458 |
Total Trades | 344 | 172 | 172 | 344 | 172 | 172 |
Winning Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Losing Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Profitability (%) | 55.2326 | 55.2326 | 55.2326 | 55.2326 | 55.2326 | 55.2326 |
Ratio Avg Win / Avg Loss | 1.0298 | 0.9941 | 1.0728 | 0.9813 | 0.9574 | 1.0098 |
Largest Winning Trade | 19914 | 19914 | 12956 | 29896 | 29896 | 18296 |
Largest Losing Trade | -11617 | -10523 | -11617 | -22727 | -22727 | -15144 |
Avg Bars in Trades | 71 | 71 | 72 | 71 | 71 | 72 |
Avg Bars in Winners | 66 | 59 | 74 | 66 | 59 | 74 |
Avg Bars in Losers | 77 | 85 | 70 | 77 | 85 | 70 |
Bars Traded | 24683 | 12219 | 12463 | 24683 | 12219 | 12463 |
Profit Streak | 0 | 0 | 4.6238 | 0 | 0 | 4.6238 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383495 | 145749 | 291835 | 276784 | -16112 | 284740 |
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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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