Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100666.5648 | 45753.1485 | 54913.4163 | 105642.0355 | 44354.3439 | 61287.6916 |
Total P&L (%) | 100.6666 | 45.7531 | 54.9134 | 105.642 | 44.3543 | 61.2877 |
Avg Daily Profit (%) | 0.3866 | 0.1757 | 0.2109 | 0.2772 | 0.1411 | 0.1837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45025 | -44509 | -33823 | -110374 | -81421 | -73172 |
Profit Factor | 1.2656 | 1.2201 | 1.3208 | 1.1399 | 1.1084 | 1.1772 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Profitability (%) | 50 | 47.651 | 52.349 | 50 | 47.651 | 52.349 |
Ratio Avg Win / Avg Loss | 1.2656 | 1.3404 | 1.2023 | 1.1399 | 1.2176 | 1.0715 |
Largest Winning Trade | 28192 | 28192 | 9191 | 53304 | 53304 | 23007 |
Largest Losing Trade | -17443 | -17443 | -11332 | -28329 | -28329 | -22810 |
Avg Bars in Trades | 82 | 81 | 84 | 82 | 81 | 84 |
Avg Bars in Winners | 84 | 81 | 87 | 84 | 81 | 87 |
Avg Bars in Losers | 81 | 81 | 80 | 81 | 81 | 80 |
Bars Traded | 24719 | 12191 | 12528 | 24719 | 12191 | 12528 |
Profit Streak | 0 | 0 | 14.9604 | 0 | 0 | 14.9604 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333079 | 101861 | 257687 | -58226 | -110358 | -18516 |
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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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