Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113136.5379 | 63286.6545 | 49849.8835 | 126130.1626 | 78865.0055 | 47265.1571 |
Total P&L (%) | 113.1365 | 63.2867 | 49.8499 | 126.1302 | 78.865 | 47.2652 |
Avg Daily Profit (%) | 0.4344 | 0.243 | 0.1914 | 0.3138 | 0.2235 | 0.1487 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65141 | -46823 | -41517 | -130824 | -100236 | -72296 |
Profit Factor | 1.2273 | 1.2589 | 1.1969 | 1.1652 | 1.2085 | 1.1227 |
Total Trades | 503 | 252 | 251 | 503 | 252 | 251 |
Winning Trades | 250 | 120 | 130 | 250 | 120 | 130 |
Losing Trades | 253 | 132 | 121 | 253 | 132 | 121 |
Profitability (%) | 49.7018 | 47.619 | 51.7928 | 49.7018 | 47.619 | 51.7928 |
Ratio Avg Win / Avg Loss | 1.242 | 1.3848 | 1.114 | 1.1792 | 1.3293 | 1.045 |
Largest Winning Trade | 24933 | 24933 | 15905 | 45674 | 45674 | 17010 |
Largest Losing Trade | -19067 | -19067 | -18438 | -22830 | -20452 | -22830 |
Avg Bars in Trades | 49 | 49 | 48 | 49 | 49 | 48 |
Avg Bars in Winners | 50 | 50 | 50 | 50 | 50 | 50 |
Avg Bars in Losers | 47 | 47 | 46 | 47 | 47 | 46 |
Bars Traded | 24666 | 12411 | 12255 | 24666 | 12411 | 12255 |
Profit Streak | 5.0169 | 5.0899 | 5.0169 | 5.0169 | 5.0899 | 5.0169 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434594 | 267251 | 107934 | -27380 | 266273 | -80785 |
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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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