Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112113.3218 | 64562.6521 | 47550.6697 | 82714.3594 | 53360.2238 | 29354.1356 |
Total P&L (%) | 112.1133 | 64.5627 | 47.5507 | 82.7144 | 53.3602 | 29.3541 |
Avg Daily Profit (%) | 0.4305 | 0.2479 | 0.1826 | 0.2317 | 0.1643 | 0.0989 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52450 | -50189 | -30582 | -78538 | -60800 | -50722 |
Profit Factor | 1.2057 | 1.2258 | 1.1834 | 1.1042 | 1.1296 | 1.0768 |
Total Trades | 393 | 197 | 196 | 393 | 197 | 196 |
Winning Trades | 188 | 88 | 100 | 188 | 88 | 100 |
Losing Trades | 205 | 109 | 96 | 205 | 109 | 96 |
Profitability (%) | 47.8372 | 44.6701 | 51.0204 | 47.8372 | 44.6701 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.3147 | 1.5184 | 1.1361 | 1.204 | 1.3992 | 1.0337 |
Largest Winning Trade | 56686 | 56686 | 16701 | 87498 | 87498 | 30497 |
Largest Losing Trade | -18853 | -18853 | -15856 | -26592 | -18640 | -26592 |
Avg Bars in Trades | 62 | 58 | 66 | 62 | 58 | 66 |
Avg Bars in Winners | 73 | 68 | 78 | 73 | 68 | 78 |
Avg Bars in Losers | 51 | 50 | 52 | 51 | 50 | 52 |
Bars Traded | 24450 | 11500 | 12950 | 24450 | 11500 | 12950 |
Profit Streak | 0 | 0 | 5.6778 | 0 | 0 | 5.6778 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320990 | 195026 | -12449 | -98220 | -74742 | -199807 |
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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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