Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90679.8495 | 49024.8734 | 41654.9761 | 63023.5444 | 47377.9262 | 15645.6182 |
Total P&L (%) | 90.6798 | 49.0249 | 41.655 | 63.0235 | 47.3779 | 15.6456 |
Avg Daily Profit (%) | 1.0446 | 0.5647 | 0.4798 | 0.5646 | 0.4478 | 0.1676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65055 | -38957 | -32342 | -49935 | -28591 | -23908 |
Profit Factor | 1.3786 | 1.4265 | 1.3344 | 1.3914 | 1.6137 | 1.1867 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Losing Trades | 270 | 136 | 134 | 270 | 136 | 134 |
Profitability (%) | 36.019 | 35.545 | 36.4929 | 36.019 | 35.545 | 36.4929 |
Ratio Avg Win / Avg Loss | 2.4489 | 2.5868 | 2.3223 | 2.4716 | 2.9261 | 2.0651 |
Largest Winning Trade | 81966 | 81966 | 65184 | 73433 | 73433 | 35353 |
Largest Losing Trade | -5916 | -3327 | -5916 | -3606 | -2573 | -3606 |
Avg Bars in Trades | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Winners | 100 | 107 | 93 | 100 | 107 | 93 |
Avg Bars in Losers | 35 | 32 | 37 | 35 | 32 | 37 |
Bars Traded | 24747 | 12542 | 12205 | 24747 | 12542 | 12205 |
Profit Streak | 2.3629 | 3.3629 | 2.3629 | 2.3629 | 3.3629 | 2.3629 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309090 | 167196 | 51309 | 225069 | 165042 | -24178 |
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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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