Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94450.4999 | 57499.1927 | 36951.3072 | 62979.9335 | 70627.0264 | -7647.0929 |
Total P&L (%) | 94.4505 | 57.4992 | 36.9513 | 62.9799 | 70.627 | -7.6471 |
Avg Daily Profit (%) | 1.088 | 0.6624 | 0.4257 | 0.5643 | 0.6174 | -0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43191 | -24664 | -24810 | -70958 | -23689 | -52962 |
Profit Factor | 1.3533 | 1.4562 | 1.2616 | 1.2255 | 1.5815 | 0.9516 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 192 | 95 | 97 | 192 | 95 | 97 |
Losing Trades | 197 | 100 | 97 | 197 | 100 | 97 |
Profitability (%) | 49.3573 | 48.7179 | 50 | 49.3573 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 1.3886 | 1.5328 | 1.2616 | 1.2574 | 1.6648 | 0.9516 |
Largest Winning Trade | 81966 | 81966 | 66095 | 104867 | 104867 | 50911 |
Largest Losing Trade | -16642 | -9036 | -16642 | -38744 | -17537 | -38744 |
Avg Bars in Trades | 63 | 62 | 64 | 63 | 62 | 64 |
Avg Bars in Winners | 62 | 64 | 61 | 62 | 64 | 61 |
Avg Bars in Losers | 63 | 60 | 67 | 63 | 60 | 67 |
Bars Traded | 24660 | 12103 | 12557 | 24660 | 12103 | 12557 |
Profit Streak | 0.3494 | 0.5994 | 0 | 0.3494 | 0.5994 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347416 | 272038 | 195083 | 220913 | 315785 | -582264 |
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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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