Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143028.2627 | 61562.4253 | 81465.8374 | 175829.3355 | 110519.9427 | 65309.3928 |
Total P&L (%) | 143.0283 | 61.5624 | 81.4658 | 175.8293 | 110.5199 | 65.3094 |
Avg Daily Profit (%) | 0.5492 | 0.2364 | 0.3128 | 0.3904 | 0.2863 | 0.1932 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84329 | -53731 | -47357 | -285107 | -147654 | -189632 |
Profit Factor | 1.2705 | 1.1968 | 1.3773 | 1.1316 | 1.153 | 1.1064 |
Total Trades | 433 | 217 | 216 | 433 | 217 | 216 |
Winning Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Losing Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Profitability (%) | 54.9654 | 54.8387 | 55.0926 | 54.9654 | 54.8387 | 55.0926 |
Ratio Avg Win / Avg Loss | 1.041 | 0.9856 | 1.1227 | 0.9271 | 0.9496 | 0.9018 |
Largest Winning Trade | 29114 | 29114 | 8920 | 32338 | 32338 | 21957 |
Largest Losing Trade | -29165 | -29165 | -26690 | -124542 | -32816 | -124542 |
Avg Bars in Trades | 57 | 58 | 56 | 57 | 58 | 56 |
Avg Bars in Winners | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Losers | 62 | 64 | 59 | 62 | 64 | 59 |
Bars Traded | 24764 | 12620 | 12144 | 24764 | 12620 | 12144 |
Profit Streak | 6.8409 | 6.8409 | 7.4138 | 6.8409 | 6.8409 | 7.4138 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495959 | 114595 | 383191 | -64935 | -44003 | -96450 |
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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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