Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98330.7006 | 29879.2734 | 68451.4272 | 80426.5919 | 70336.4474 | 10090.1444 |
Total P&L (%) | 98.3307 | 29.8793 | 68.4514 | 80.4266 | 70.3364 | 10.0901 |
Avg Daily Profit (%) | 0.3776 | 0.1147 | 0.2629 | 0.2269 | 0.2047 | 0.0369 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123195 | -49784 | -85691 | -355319 | -107785 | -263063 |
Profit Factor | 1.2072 | 1.12 | 1.3034 | 1.0729 | 1.1352 | 1.0173 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 174 | 82 | 92 | 174 | 82 | 92 |
Losing Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Profitability (%) | 52.8875 | 50 | 55.7576 | 52.8875 | 50 | 55.7576 |
Ratio Avg Win / Avg Loss | 1.0754 | 1.12 | 1.0342 | 0.9558 | 1.1352 | 0.8072 |
Largest Winning Trade | 20393 | 16322 | 20393 | 42937 | 42082 | 42937 |
Largest Losing Trade | -30405 | -20799 | -30405 | -122279 | -39343 | -122279 |
Avg Bars in Trades | 74 | 78 | 71 | 74 | 78 | 71 |
Avg Bars in Winners | 79 | 85 | 74 | 79 | 85 | 74 |
Avg Bars in Losers | 69 | 72 | 66 | 69 | 72 | 66 |
Bars Traded | 24654 | 12935 | 11719 | 24654 | 12935 | 11719 |
Profit Streak | 5.2774 | 8.9441 | 5.2774 | 5.2774 | 8.9441 | 5.2774 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398086 | -130977 | 339217 | -131734 | -63649 | -508438 |
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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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