Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130092.3794 | 68899.7754 | 61192.6039 | 153193.0453 | 75640.3438 | 77552.7016 |
Total P&L (%) | 130.0924 | 68.8998 | 61.1926 | 153.193 | 75.6403 | 77.5527 |
Avg Daily Profit (%) | 0.2498 | 0.1323 | 0.1175 | 0.1785 | 0.1082 | 0.1103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69818 | -57079 | -37299 | -94523 | -56827 | -82039 |
Profit Factor | 1.3304 | 1.3574 | 1.3045 | 1.2418 | 1.2479 | 1.2362 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Profitability (%) | 48.3333 | 46.6667 | 50 | 48.3333 | 46.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.4221 | 1.5513 | 1.3045 | 1.3275 | 1.4262 | 1.2362 |
Largest Winning Trade | 26331 | 20253 | 26331 | 41598 | 38061 | 41598 |
Largest Losing Trade | -15746 | -15586 | -15746 | -37432 | -37432 | -26867 |
Avg Bars in Trades | 102 | 104 | 101 | 102 | 104 | 101 |
Avg Bars in Winners | 98 | 101 | 95 | 98 | 101 | 95 |
Avg Bars in Losers | 106 | 106 | 106 | 106 | 106 | 106 |
Bars Traded | 24629 | 12486 | 12143 | 24629 | 12486 | 12143 |
Profit Streak | 7.3407 | 0 | 15.3615 | 7.3407 | 0 | 15.3615 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325276 | -17050 | -36360 | 283871 | -50865 | -45794 |
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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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