Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69528.4887 | 25303.8544 | 44224.6343 | 62901.0433 | 12017.9305 | 50883.1128 |
Total P&L (%) | 69.5285 | 25.3039 | 44.2246 | 62.901 | 12.0179 | 50.8831 |
Avg Daily Profit (%) | 0.267 | 0.0972 | 0.1698 | 0.1876 | 0.0436 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46971 | -27761 | -37937 | -79372 | -38661 | -63364 |
Profit Factor | 1.2406 | 1.1432 | 1.3941 | 1.1452 | 1.0453 | 1.3026 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 134 | 60 | 74 | 134 | 60 | 74 |
Losing Trades | 118 | 66 | 52 | 118 | 66 | 52 |
Profitability (%) | 53.1746 | 47.619 | 58.7302 | 53.1746 | 47.619 | 58.7302 |
Ratio Avg Win / Avg Loss | 1.0925 | 1.2575 | 0.9797 | 1.0084 | 1.1499 | 0.9153 |
Largest Winning Trade | 16959 | 16959 | 11388 | 26490 | 26490 | 17137 |
Largest Losing Trade | -24259 | -24259 | -18261 | -29837 | -29580 | -29837 |
Avg Bars in Trades | 97 | 97 | 96 | 97 | 97 | 96 |
Avg Bars in Winners | 97 | 93 | 100 | 97 | 93 | 100 |
Avg Bars in Losers | 96 | 101 | 90 | 96 | 101 | 90 |
Bars Traded | 24485 | 12301 | 12184 | 24485 | 12301 | 12184 |
Profit Streak | 4.3137 | 4.3137 | 7.4803 | 4.3137 | 4.3137 | 7.4803 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330768 | -132292 | 201195 | -52481 | -410810 | 198038 |
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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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