Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143428.3714 | 52085.4762 | 91342.8952 | 188211.8267 | 76881.4044 | 111330.4223 |
Total P&L (%) | 143.4284 | 52.0855 | 91.3429 | 188.2118 | 76.8814 | 111.3304 |
Avg Daily Profit (%) | 0.5508 | 0.2 | 0.3508 | 0.4073 | 0.2192 | 0.2877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60078 | -47155 | -29457 | -221716 | -169949 | -90152 |
Profit Factor | 1.2678 | 1.1884 | 1.3527 | 1.1283 | 1.1017 | 1.1565 |
Total Trades | 442 | 221 | 221 | 442 | 221 | 221 |
Winning Trades | 184 | 93 | 91 | 184 | 93 | 91 |
Losing Trades | 258 | 128 | 130 | 258 | 128 | 130 |
Profitability (%) | 41.629 | 42.0814 | 41.1765 | 41.629 | 42.0814 | 41.1765 |
Ratio Avg Win / Avg Loss | 1.7777 | 1.6356 | 1.9324 | 1.582 | 1.5163 | 1.6522 |
Largest Winning Trade | 46478 | 16407 | 46478 | 51979 | 46882 | 51979 |
Largest Losing Trade | -11068 | -11068 | -9675 | -32845 | -32845 | -32182 |
Avg Bars in Trades | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Winners | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Losers | 34 | 35 | 34 | 34 | 35 | 34 |
Bars Traded | 24717 | 12129 | 12588 | 24717 | 12129 | 12588 |
Profit Streak | 0 | 0 | 4.9719 | 0 | 0 | 4.9719 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333956 | -9666 | 264927 | -71269 | -103662 | -41917 |
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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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