Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135836.5901 | 60400.1679 | 75436.4222 | 116467.7104 | 53485.5889 | 62982.1215 |
Total P&L (%) | 135.8366 | 60.4002 | 75.4364 | 116.4677 | 53.4856 | 62.9821 |
Avg Daily Profit (%) | 0.2608 | 0.116 | 0.1448 | 0.1484 | 0.0823 | 0.0938 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62202 | -39001 | -49308 | -65827 | -60802 | -85307 |
Profit Factor | 1.2604 | 1.281 | 1.2459 | 1.1706 | 1.1908 | 1.1566 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 202 | 111 | 91 | 202 | 111 | 91 |
Losing Trades | 194 | 87 | 107 | 194 | 87 | 107 |
Profitability (%) | 51.0101 | 56.0606 | 45.9596 | 51.0101 | 56.0606 | 45.9596 |
Ratio Avg Win / Avg Loss | 1.2104 | 1.004 | 1.465 | 1.1243 | 0.9333 | 1.36 |
Largest Winning Trade | 31222 | 17049 | 31222 | 28969 | 24710 | 28969 |
Largest Losing Trade | -32629 | -14775 | -32629 | -48312 | -18352 | -48312 |
Avg Bars in Trades | 62 | 28 | 95 | 62 | 28 | 95 |
Avg Bars in Winners | 56 | 24 | 96 | 56 | 24 | 96 |
Avg Bars in Losers | 67 | 33 | 95 | 67 | 33 | 95 |
Bars Traded | 24651 | 5669 | 18982 | 24651 | 5669 | 18982 |
Profit Streak | 4.0028 | 5.0028 | 0 | 4.0028 | 5.0028 | 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 | 338303 | -37160 | -1593 | -26358 | -94853 | -118064 |
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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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