Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96022.1502 | 51725.9343 | 44296.2159 | 110265.3866 | 56577.5453 | 53687.8412 |
Total P&L (%) | 96.0222 | 51.7259 | 44.2962 | 110.2654 | 56.5775 | 53.6878 |
Avg Daily Profit (%) | 0.3687 | 0.1986 | 0.1701 | 0.2858 | 0.1723 | 0.1652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41285 | -23514 | -33727 | -49002 | -30664 | -38520 |
Profit Factor | 1.3526 | 1.385 | 1.3211 | 1.3505 | 1.3561 | 1.3449 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 175 | 90 | 85 | 175 | 90 | 85 |
Losing Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Profitability (%) | 68.3594 | 70.3125 | 66.4063 | 68.3594 | 70.3125 | 66.4063 |
Ratio Avg Win / Avg Loss | 0.6261 | 0.5848 | 0.6683 | 0.6251 | 0.5726 | 0.6803 |
Largest Winning Trade | 28333 | 16787 | 28333 | 39749 | 30225 | 39749 |
Largest Losing Trade | -20503 | -14276 | -20503 | -25508 | -17314 | -25508 |
Avg Bars in Trades | 96 | 90 | 102 | 96 | 90 | 102 |
Avg Bars in Winners | 59 | 54 | 66 | 59 | 54 | 66 |
Avg Bars in Losers | 175 | 178 | 173 | 175 | 178 | 173 |
Bars Traded | 24711 | 11629 | 13082 | 24711 | 11629 | 13082 |
Profit Streak | 4.1505 | 4.1505 | 7.5775 | 4.1505 | 4.1505 | 7.5775 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395215 | 242386 | 221401 | 369244 | 239570 | 252227 |
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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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