Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181490.1062 | 114444.6123 | 67045.4939 | 264500.4957 | 182744.2033 | 81756.2924 |
Total P&L (%) | 181.4901 | 114.4446 | 67.0455 | 264.5005 | 182.7442 | 81.7563 |
Avg Daily Profit (%) | 0.6815 | 0.4297 | 0.2518 | 0.4868 | 0.391 | 0.2246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51003 | -37074 | -45139 | -154013 | -69553 | -122425 |
Profit Factor | 1.4135 | 1.5535 | 1.2888 | 1.3314 | 1.4913 | 1.1918 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Losing Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Profitability (%) | 49.1803 | 49.3421 | 49.0196 | 49.1803 | 49.3421 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.4606 | 1.5949 | 1.3403 | 1.3758 | 1.531 | 1.2395 |
Largest Winning Trade | 57558 | 57558 | 21943 | 134167 | 134167 | 57257 |
Largest Losing Trade | -19579 | -9590 | -19579 | -58558 | -21860 | -58558 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 49 | 45 | 52 | 49 | 45 | 52 |
Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
Bars Traded | 12650 | 6247 | 6402 | 12650 | 6247 | 6402 |
Profit Streak | 274.2033 | 274.3908 | 274.2033 | 274.2033 | 274.3908 | 274.2033 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481778 | 414937 | 250518 | 403818 | 389338 | -2604 |
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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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