Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83415.0482 | 45364.1815 | 38050.8667 | 85740.4274 | 50451.7846 | 35288.6428 |
Total P&L (%) | 83.415 | 45.3642 | 38.0509 | 85.7404 | 50.4518 | 35.2886 |
Avg Daily Profit (%) | 0.3203 | 0.1742 | 0.1461 | 0.238 | 0.157 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35860 | -27496 | -37212 | -68960 | -44776 | -71126 |
Profit Factor | 1.2526 | 1.2864 | 1.2214 | 1.156 | 1.1911 | 1.1236 |
Total Trades | 365 | 183 | 182 | 365 | 183 | 182 |
Winning Trades | 154 | 91 | 63 | 154 | 91 | 63 |
Losing Trades | 211 | 92 | 119 | 211 | 92 | 119 |
Profitability (%) | 42.1918 | 49.7268 | 34.6154 | 42.1918 | 49.7268 | 34.6154 |
Ratio Avg Win / Avg Loss | 1.7162 | 1.3005 | 2.3071 | 1.5839 | 1.2042 | 2.1224 |
Largest Winning Trade | 22907 | 14571 | 22907 | 32953 | 19606 | 32953 |
Largest Losing Trade | -13475 | -8623 | -13475 | -23492 | -14676 | -23492 |
Avg Bars in Trades | 67 | 35 | 99 | 67 | 35 | 99 |
Avg Bars in Winners | 110 | 42 | 207 | 110 | 42 | 207 |
Avg Bars in Losers | 36 | 27 | 42 | 36 | 27 | 42 |
Bars Traded | 24544 | 6436 | 18109 | 24544 | 6436 | 18109 |
Profit Streak | 4.942 | 4.9524 | 4.942 | 4.942 | 4.9524 | 4.942 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309149 | 205088 | -5987 | -40799 | -4336 | -130373 |
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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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