Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112991.7272 | 78299.3683 | 34692.3588 | 70083.4855 | 62617.1445 | 7466.341 |
Total P&L (%) | 112.9917 | 78.2994 | 34.6924 | 70.0835 | 62.6171 | 7.4663 |
Avg Daily Profit (%) | 1.3016 | 0.902 | 0.3996 | 0.6137 | 0.5617 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82629 | -49046 | -38621 | -61270 | -36907 | -27707 |
Profit Factor | 1.4046 | 1.5651 | 1.2466 | 1.3409 | 1.6201 | 1.0714 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 218 | 107 | 111 | 218 | 107 | 111 |
Losing Trades | 236 | 120 | 116 | 236 | 120 | 116 |
Profitability (%) | 48.0176 | 47.1366 | 48.8987 | 48.0176 | 47.1366 | 48.8987 |
Ratio Avg Win / Avg Loss | 1.5206 | 1.7552 | 1.3028 | 1.4516 | 1.817 | 1.1196 |
Largest Winning Trade | 117984 | 117984 | 64334 | 92058 | 92058 | 30545 |
Largest Losing Trade | -7346 | -4568 | -7346 | -5104 | -3335 | -5104 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Losers | 58 | 55 | 60 | 58 | 55 | 60 |
Bars Traded | 24721 | 12346 | 12375 | 24721 | 12346 | 12375 |
Profit Streak | 0.3264 | 0.3264 | 1.2014 | 0.3264 | 0.3264 | 1.2014 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411365 | 355856 | 94391 | 284337 | 270700 | -393739 |
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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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