Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120845.1029 | 67859.0878 | 52986.0151 | 179052.4811 | 107011.4438 | 72041.0372 |
Total P&L (%) | 120.8451 | 67.8591 | 52.986 | 179.0525 | 107.0114 | 72.041 |
Avg Daily Profit (%) | 0.464 | 0.2606 | 0.2035 | 0.3948 | 0.2798 | 0.2086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44837 | -28054 | -35833 | -94059 | -59479 | -72621 |
Profit Factor | 1.3715 | 1.3898 | 1.3505 | 1.2812 | 1.3211 | 1.2375 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Losing Trades | 186 | 92 | 94 | 186 | 92 | 94 |
Profitability (%) | 47.6056 | 48.0226 | 47.191 | 47.6056 | 48.0226 | 47.191 |
Ratio Avg Win / Avg Loss | 1.5095 | 1.5043 | 1.5112 | 1.4101 | 1.4299 | 1.3848 |
Largest Winning Trade | 18782 | 18782 | 11911 | 34108 | 34108 | 20643 |
Largest Losing Trade | -9942 | -9942 | -6982 | -16253 | -14390 | -16253 |
Avg Bars in Trades | 69 | 68 | 71 | 69 | 68 | 71 |
Avg Bars in Winners | 85 | 82 | 88 | 85 | 82 | 88 |
Avg Bars in Losers | 55 | 54 | 55 | 55 | 54 | 55 |
Bars Traded | 24687 | 12036 | 12650 | 24687 | 12036 | 12650 |
Profit Streak | 2.193 | 0 | 2.4743 | 2.193 | 0 | 2.4743 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329066 | 286095 | 153684 | 247907 | 242010 | 131225 |
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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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