Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122906.3557 | 57061.1377 | 65845.218 | 144883.6119 | 80013.9193 | 64869.6926 |
Total P&L (%) | 122.9064 | 57.0611 | 65.8452 | 144.8836 | 80.0139 | 64.8697 |
Avg Daily Profit (%) | 0.472 | 0.2191 | 0.2528 | 0.3445 | 0.226 | 0.1922 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38137 | -28174 | -25373 | -79064 | -44026 | -57109 |
Profit Factor | 1.2634 | 1.221 | 1.316 | 1.187 | 1.1901 | 1.1832 |
Total Trades | 432 | 216 | 216 | 432 | 216 | 216 |
Winning Trades | 189 | 93 | 96 | 189 | 93 | 96 |
Losing Trades | 243 | 123 | 120 | 243 | 123 | 120 |
Profitability (%) | 43.75 | 43.0556 | 44.4444 | 43.75 | 43.0556 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.6244 | 1.6148 | 1.645 | 1.5261 | 1.574 | 1.479 |
Largest Winning Trade | 30286 | 30286 | 25374 | 42718 | 42718 | 36505 |
Largest Losing Trade | -11457 | -7499 | -11457 | -24550 | -13468 | -24550 |
Avg Bars in Trades | 57 | 57 | 56 | 57 | 57 | 56 |
Avg Bars in Winners | 80 | 82 | 78 | 80 | 82 | 78 |
Avg Bars in Losers | 39 | 39 | 39 | 39 | 39 | 39 |
Bars Traded | 24756 | 12455 | 12301 | 24756 | 12455 | 12301 |
Profit Streak | 0 | 2.6223 | 0 | 0 | 2.6223 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336550 | 93982 | 219871 | -6463 | -7460 | -14757 |
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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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