Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103076.1992 | 52453.2667 | 50622.9326 | 103272.5363 | 55896.1308 | 47376.4056 |
Total P&L (%) | 103.0762 | 52.4533 | 50.6229 | 103.2725 | 55.8961 | 47.3764 |
Avg Daily Profit (%) | 0.3958 | 0.2014 | 0.1944 | 0.2728 | 0.1706 | 0.149 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38164 | -35499 | -37086 | -81915 | -52517 | -48699 |
Profit Factor | 1.2273 | 1.217 | 1.2391 | 1.1623 | 1.1646 | 1.1597 |
Total Trades | 364 | 182 | 182 | 364 | 182 | 182 |
Winning Trades | 187 | 87 | 100 | 187 | 87 | 100 |
Losing Trades | 177 | 95 | 82 | 177 | 95 | 82 |
Profitability (%) | 51.3736 | 47.8022 | 54.9451 | 51.3736 | 47.8022 | 54.9451 |
Ratio Avg Win / Avg Loss | 1.1617 | 1.3289 | 1.0161 | 1.1001 | 1.2717 | 0.9509 |
Largest Winning Trade | 33127 | 33127 | 15065 | 38932 | 38932 | 18165 |
Largest Losing Trade | -13864 | -10993 | -13864 | -31678 | -26023 | -31678 |
Avg Bars in Trades | 67 | 68 | 67 | 67 | 68 | 67 |
Avg Bars in Winners | 65 | 62 | 67 | 65 | 62 | 67 |
Avg Bars in Losers | 70 | 73 | 67 | 70 | 73 | 67 |
Bars Traded | 24684 | 12381 | 12303 | 24684 | 12381 | 12303 |
Profit Streak | 0 | 8.3996 | 0 | 0 | 8.3996 | 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 | 346314 | 208312 | 202900 | -33086 | -33327 | -42576 |
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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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