Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99519.9901 | 59491.8857 | 40028.1045 | 110763.8841 | 80330.1943 | 30433.6899 |
Total P&L (%) | 99.52 | 59.4919 | 40.0281 | 110.7639 | 80.3302 | 30.4337 |
Avg Daily Profit (%) | 0.7164 | 0.4283 | 0.2882 | 0.5382 | 0.4254 | 0.1915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77612 | -23905 | -55792 | -116466 | -37409 | -87251 |
Profit Factor | 1.203 | 1.2569 | 1.1547 | 1.1522 | 1.238 | 1.078 |
Total Trades | 612 | 306 | 306 | 612 | 306 | 306 |
Winning Trades | 317 | 153 | 164 | 317 | 153 | 164 |
Losing Trades | 295 | 153 | 142 | 295 | 153 | 142 |
Profitability (%) | 51.7974 | 50 | 53.5948 | 51.7974 | 50 | 53.5948 |
Ratio Avg Win / Avg Loss | 1.1195 | 1.2569 | 0.9998 | 1.0722 | 1.238 | 0.9334 |
Largest Winning Trade | 23920 | 23920 | 10761 | 37412 | 37412 | 14771 |
Largest Losing Trade | -18782 | -10790 | -18782 | -26930 | -14930 | -26930 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 18 | 14 | 22 | 18 | 14 | 22 |
Bars Traded | 13139 | 5857 | 7282 | 13139 | 5857 | 7282 |
Profit Streak | 139.3687 | 139.7645 | 139.3687 | 139.3687 | 139.7645 | 139.3687 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532940 | 345051 | -45345 | -39322 | 365202 | -131348 |
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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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