Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137781.6167 | 49524.9065 | 88256.7103 | 136955.4444 | 43300.1998 | 93655.2445 |
Total P&L (%) | 137.7816 | 49.5249 | 88.2567 | 136.9554 | 43.3002 | 93.6552 |
Avg Daily Profit (%) | 0.5291 | 0.1902 | 0.3389 | 0.3318 | 0.1382 | 0.2541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67649 | -57602 | -31846 | -261569 | -207973 | -79211 |
Profit Factor | 1.2001 | 1.1388 | 1.2662 | 1.106 | 1.0632 | 1.1543 |
Total Trades | 531 | 266 | 265 | 531 | 266 | 265 |
Winning Trades | 271 | 134 | 137 | 271 | 134 | 137 |
Losing Trades | 260 | 132 | 128 | 260 | 132 | 128 |
Profitability (%) | 51.0358 | 50.3759 | 51.6981 | 51.0358 | 50.3759 | 51.6981 |
Ratio Avg Win / Avg Loss | 1.1514 | 1.1218 | 1.183 | 1.0611 | 1.0473 | 1.0785 |
Largest Winning Trade | 29759 | 29759 | 23411 | 81238 | 81238 | 50421 |
Largest Losing Trade | -27406 | -27406 | -14066 | -93285 | -93285 | -35308 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 51 | 47 | 55 | 51 | 47 | 55 |
Avg Bars in Losers | 41 | 41 | 41 | 41 | 41 | 41 |
Bars Traded | 24845 | 11950 | 12895 | 24845 | 11950 | 12895 |
Profit Streak | 0 | 0 | 1.8961 | 0 | 0 | 1.8961 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411144 | -62242 | 222250 | -93694 | -161942 | -45246 |
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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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