Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128517.3756 | 61375.3127 | 67142.0629 | 130908.7512 | 77295.9616 | 53612.7897 |
Total P&L (%) | 128.5174 | 61.3753 | 67.1421 | 130.9088 | 77.296 | 53.6128 |
Avg Daily Profit (%) | 0.4935 | 0.2357 | 0.2578 | 0.3219 | 0.2201 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47702 | -38782 | -36406 | -56755 | -40036 | -43136 |
Profit Factor | 1.2149 | 1.1954 | 1.2366 | 1.2116 | 1.2421 | 1.179 |
Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
Winning Trades | 268 | 129 | 139 | 268 | 129 | 139 |
Losing Trades | 282 | 146 | 136 | 282 | 146 | 136 |
Profitability (%) | 48.7273 | 46.9091 | 50.5455 | 48.7273 | 46.9091 | 50.5455 |
Ratio Avg Win / Avg Loss | 1.2784 | 1.3529 | 1.2099 | 1.2749 | 1.4058 | 1.1536 |
Largest Winning Trade | 42430 | 38649 | 42430 | 60683 | 60683 | 46773 |
Largest Losing Trade | -17821 | -10473 | -17821 | -16812 | -10834 | -16812 |
Avg Bars in Trades | 44 | 46 | 43 | 44 | 46 | 43 |
Avg Bars in Winners | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Losers | 37 | 39 | 36 | 37 | 39 | 36 |
Bars Traded | 24721 | 12710 | 12012 | 24721 | 12710 | 12012 |
Profit Streak | 2.7228 | 3.2332 | 0 | 2.7228 | 3.2332 | 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 | 333673 | -467 | 258452 | 280126 | 192129 | -17793 |
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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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