Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101111.2042 | 48024.4367 | 53086.7675 | 149812.5635 | 50593.3466 | 99219.2169 |
Total P&L (%) | 101.1112 | 48.0244 | 53.0868 | 149.8126 | 50.5933 | 99.2192 |
Avg Daily Profit (%) | 0.2202 | 0.1046 | 0.1156 | 0.1996 | 0.0892 | 0.1502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18364 | -15581 | -16378 | -38439 | -42267 | -25387 |
Profit Factor | 1.7928 | 1.6468 | 1.9961 | 1.6875 | 1.3672 | 2.2379 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 260 | 133 | 127 | 260 | 133 | 127 |
Losing Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Profitability (%) | 79.7546 | 81.5951 | 77.9141 | 79.7546 | 81.5951 | 77.9141 |
Ratio Avg Win / Avg Loss | 0.4551 | 0.3715 | 0.5658 | 0.4284 | 0.3084 | 0.6344 |
Largest Winning Trade | 22402 | 22402 | 10234 | 30923 | 30923 | 25913 |
Largest Losing Trade | -16378 | -13772 | -16378 | -38439 | -38439 | -17698 |
Avg Bars in Trades | 32 | 31 | 32 | 32 | 31 | 32 |
Avg Bars in Winners | 17 | 17 | 18 | 17 | 17 | 18 |
Avg Bars in Losers | 88 | 97 | 82 | 88 | 97 | 82 |
Bars Traded | 10463 | 5191 | 5272 | 10463 | 5191 | 5272 |
Profit Streak | 590.3661 | 0 | 599.5328 | 590.3661 | 0 | 599.5328 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496690 | -50639 | -34250 | 483031 | -72455 | 473859 |
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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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