Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106813.9626 | 65074.1791 | 41739.7835 | 129374.3353 | 91113.6337 | 38260.7017 |
Total P&L (%) | 106.814 | 65.0742 | 41.7398 | 129.3743 | 91.1136 | 38.2607 |
Avg Daily Profit (%) | 0.7689 | 0.4685 | 0.3005 | 0.5994 | 0.4674 | 0.2335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59640 | -27494 | -49421 | -78583 | -35057 | -64729 |
Profit Factor | 1.2411 | 1.3087 | 1.1797 | 1.2091 | 1.3062 | 1.1192 |
Total Trades | 506 | 253 | 253 | 506 | 253 | 253 |
Winning Trades | 228 | 111 | 117 | 228 | 111 | 117 |
Losing Trades | 278 | 142 | 136 | 278 | 142 | 136 |
Profitability (%) | 45.0593 | 43.8735 | 46.2451 | 45.0593 | 43.8735 | 46.2451 |
Ratio Avg Win / Avg Loss | 1.5132 | 1.6742 | 1.3712 | 1.4743 | 1.6709 | 1.3009 |
Largest Winning Trade | 18046 | 18046 | 13228 | 23504 | 23504 | 18270 |
Largest Losing Trade | -18022 | -11568 | -18022 | -21143 | -19486 | -21143 |
Avg Bars in Trades | 26 | 26 | 25 | 26 | 26 | 25 |
Avg Bars in Winners | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 13180 | 6615 | 6565 | 13180 | 6615 | 6565 |
Profit Streak | 124.7266 | 125.5391 | 0 | 124.7266 | 125.5391 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471744 | 312353 | -18672 | 372563 | 323272 | -86089 |
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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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