Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110111.4563 | 41564.7928 | 68546.6635 | 105224.3934 | 57060.602 | 48163.7914 |
Total P&L (%) | 110.1115 | 41.5648 | 68.5467 | 105.2244 | 57.0606 | 48.1638 |
Avg Daily Profit (%) | 0.2114 | 0.0798 | 0.1316 | 0.1381 | 0.0867 | 0.0755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61005 | -43607 | -63078 | -98760 | -51345 | -96472 |
Profit Factor | 1.2595 | 1.255 | 1.2623 | 1.1769 | 1.2644 | 1.1271 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 182 | 94 | 88 | 182 | 94 | 88 |
Losing Trades | 156 | 75 | 81 | 156 | 75 | 81 |
Profitability (%) | 53.8462 | 55.6213 | 52.071 | 53.8462 | 55.6213 | 52.071 |
Ratio Avg Win / Avg Loss | 1.0796 | 1.0013 | 1.1619 | 1.0088 | 1.0089 | 1.0375 |
Largest Winning Trade | 14386 | 10755 | 14386 | 17137 | 14403 | 17137 |
Largest Losing Trade | -31672 | -18268 | -31672 | -47026 | -21843 | -47026 |
Avg Bars in Trades | 72 | 56 | 88 | 72 | 56 | 88 |
Avg Bars in Winners | 69 | 53 | 86 | 69 | 53 | 86 |
Avg Bars in Losers | 75 | 60 | 90 | 75 | 60 | 90 |
Bars Traded | 24486 | 9543 | 14943 | 24486 | 9543 | 14943 |
Profit Streak | 9.1123 | 10.1331 | 9.1123 | 9.1123 | 10.1331 | 9.1123 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373190 | -87523 | -16872 | -31703 | -77027 | -173618 |
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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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