Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115751.0662 | 64947.9848 | 50803.0814 | 132384.6446 | 92898.5167 | 39486.1279 |
Total P&L (%) | 115.7511 | 64.948 | 50.8031 | 132.3846 | 92.8985 | 39.4861 |
Avg Daily Profit (%) | 0.4445 | 0.2494 | 0.1951 | 0.3243 | 0.2526 | 0.1279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43013 | -47410 | -32639 | -63193 | -52679 | -47496 |
Profit Factor | 1.2779 | 1.2944 | 1.2593 | 1.2403 | 1.324 | 1.1495 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Losing Trades | 198 | 98 | 100 | 198 | 98 | 100 |
Profitability (%) | 40.1813 | 40.6061 | 39.759 | 40.1813 | 40.6061 | 39.759 |
Ratio Avg Win / Avg Loss | 1.9024 | 1.8933 | 1.908 | 1.8464 | 1.9365 | 1.7416 |
Largest Winning Trade | 29993 | 29993 | 21268 | 39428 | 39428 | 17776 |
Largest Losing Trade | -7065 | -7065 | -6798 | -12691 | -10791 | -12691 |
Avg Bars in Trades | 74 | 77 | 72 | 74 | 77 | 72 |
Avg Bars in Winners | 117 | 124 | 110 | 117 | 124 | 110 |
Avg Bars in Losers | 46 | 45 | 46 | 46 | 45 | 46 |
Bars Traded | 24805 | 12847 | 11958 | 24805 | 12847 | 11958 |
Profit Streak | 6.3075 | 10.5888 | 6.3075 | 6.3075 | 10.5888 | 6.3075 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304327 | 188089 | 103476 | 259082 | 207707 | -83960 |
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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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