Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100059.8422 | 26695.2689 | 73364.5733 | 81699.2986 | 46551.1044 | 35148.1941 |
Total P&L (%) | 100.0598 | 26.6953 | 73.3646 | 81.6993 | 46.5511 | 35.1482 |
Avg Daily Profit (%) | 0.3842 | 0.1025 | 0.2817 | 0.2296 | 0.1469 | 0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156689 | -64729 | -103155 | -427460 | -151779 | -297533 |
Profit Factor | 1.2225 | 1.119 | 1.3256 | 1.0771 | 1.0921 | 1.0635 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 184 | 87 | 97 | 184 | 87 | 97 |
Losing Trades | 176 | 93 | 83 | 176 | 93 | 83 |
Profitability (%) | 51.1111 | 48.3333 | 53.8889 | 51.1111 | 48.3333 | 53.8889 |
Ratio Avg Win / Avg Loss | 1.1693 | 1.1961 | 1.1343 | 1.0303 | 1.1674 | 0.91 |
Largest Winning Trade | 37940 | 25861 | 37940 | 52501 | 43242 | 52501 |
Largest Losing Trade | -30306 | -12228 | -30306 | -103304 | -63538 | -103304 |
Avg Bars in Trades | 68 | 70 | 65 | 68 | 70 | 65 |
Avg Bars in Winners | 74 | 78 | 70 | 74 | 78 | 70 |
Avg Bars in Losers | 61 | 64 | 58 | 61 | 64 | 58 |
Bars Traded | 24511 | 12764 | 11746 | 24511 | 12764 | 11746 |
Profit Streak | 0 | 0 | 3.7051 | 0 | 0 | 3.7051 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339714 | -150847 | 288740 | -127172 | -119511 | -194051 |
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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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