Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200452.6327 | 93410.7291 | 107041.9036 | 215042.6852 | 81517.1951 | 133525.4901 |
Total P&L (%) | 200.4526 | 93.4107 | 107.0419 | 215.0427 | 81.5172 | 133.5255 |
Avg Daily Profit (%) | 0.3849 | 0.1794 | 0.2055 | 0.2206 | 0.1145 | 0.163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92378 | -70960 | -70400 | -204386 | -175132 | -98058 |
Profit Factor | 1.252 | 1.2388 | 1.2648 | 1.1426 | 1.1097 | 1.1745 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 168 | 79 | 89 | 168 | 79 | 89 |
Losing Trades | 227 | 118 | 109 | 227 | 118 | 109 |
Profitability (%) | 42.5316 | 40.1015 | 44.9495 | 42.5316 | 40.1015 | 44.9495 |
Ratio Avg Win / Avg Loss | 1.6917 | 1.8504 | 1.549 | 1.5438 | 1.6575 | 1.4384 |
Largest Winning Trade | 33983 | 33983 | 31218 | 71936 | 57552 | 71936 |
Largest Losing Trade | -21220 | -21220 | -16839 | -49746 | -38860 | -49746 |
Avg Bars in Trades | 62 | 63 | 62 | 62 | 63 | 62 |
Avg Bars in Winners | 89 | 90 | 89 | 89 | 90 | 89 |
Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
Bars Traded | 24802 | 12427 | 12375 | 24802 | 12427 | 12375 |
Profit Streak | 5.04 | 6.0816 | 5.04 | 5.04 | 6.0816 | 5.04 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355642 | 180700 | 263263 | -55005 | -142071 | -22617 |
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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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