Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120533.4853 | 33722.2897 | 86811.1955 | 122896.5033 | 72259.6162 | 50636.8871 |
Total P&L (%) | 120.5335 | 33.7223 | 86.8112 | 122.8965 | 72.2596 | 50.6369 |
Avg Daily Profit (%) | 0.4628 | 0.1295 | 0.3334 | 0.3083 | 0.209 | 0.1574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56677 | -34794 | -40122 | -88060 | -42950 | -64572 |
Profit Factor | 1.1964 | 1.1152 | 1.2706 | 1.1314 | 1.1715 | 1.0985 |
Total Trades | 642 | 321 | 321 | 642 | 321 | 321 |
Winning Trades | 319 | 145 | 174 | 319 | 145 | 174 |
Losing Trades | 323 | 176 | 147 | 323 | 176 | 147 |
Profitability (%) | 49.6885 | 45.1713 | 54.2056 | 49.6885 | 45.1713 | 54.2056 |
Ratio Avg Win / Avg Loss | 1.2114 | 1.3536 | 1.0734 | 1.1456 | 1.4219 | 0.928 |
Largest Winning Trade | 27900 | 27900 | 21974 | 36611 | 36611 | 26692 |
Largest Losing Trade | -22488 | -10042 | -22488 | -38866 | -15275 | -38866 |
Avg Bars in Trades | 38 | 36 | 40 | 38 | 36 | 40 |
Avg Bars in Winners | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Losers | 27 | 23 | 31 | 27 | 23 | 31 |
Bars Traded | 24534 | 11564 | 12970 | 24534 | 11564 | 12970 |
Profit Streak | 3.9031 | 0 | 4.0177 | 3.9031 | 0 | 4.0177 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 249830 | -118928 | 314433 | -65951 | -26358 | -107818 |
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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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