Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245425.7806 | 163162.0404 | 82263.7402 | 465977.7985 | 425472.4889 | 40505.3097 |
Total P&L (%) | 245.4258 | 163.162 | 82.2637 | 465.9778 | 425.4725 | 40.5053 |
Avg Daily Profit (%) | 0.4712 | 0.3133 | 0.1579 | 0.3334 | 0.3191 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97610 | -41893 | -55717 | -983605 | -424724 | -558881 |
Profit Factor | 1.447 | 1.5941 | 1.2998 | 1.1637 | 1.289 | 1.0295 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 141 | 68 | 73 | 141 | 68 | 73 |
Losing Trades | 179 | 92 | 87 | 179 | 92 | 87 |
Profitability (%) | 44.0625 | 42.5 | 45.625 | 44.0625 | 42.5 | 45.625 |
Ratio Avg Win / Avg Loss | 1.837 | 2.1567 | 1.549 | 1.4774 | 1.7439 | 1.2269 |
Largest Winning Trade | 54301 | 54301 | 27326 | 253381 | 253381 | 199187 |
Largest Losing Trade | -22886 | -9203 | -22886 | -96920 | -96920 | -84527 |
Avg Bars in Trades | 76 | 76 | 77 | 76 | 76 | 77 |
Avg Bars in Winners | 107 | 113 | 101 | 107 | 113 | 101 |
Avg Bars in Losers | 53 | 49 | 57 | 53 | 49 | 57 |
Bars Traded | 24637 | 12264 | 12373 | 24637 | 12264 | 12373 |
Profit Streak | 4.6238 | 0 | 5.9988 | 4.6238 | 0 | 5.9988 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402879 | 301637 | 257950 | -32488 | 236293 | -297273 |
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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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