Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185407.9623 | 89597.6582 | 95810.3041 | 264513.2784 | 125257.6205 | 139255.6578 |
Total P&L (%) | 185.408 | 89.5977 | 95.8103 | 264.5133 | 125.2576 | 139.2557 |
Avg Daily Profit (%) | 0.356 | 0.172 | 0.184 | 0.2486 | 0.156 | 0.1676 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65350 | -56517 | -31432 | -198439 | -118750 | -131532 |
Profit Factor | 1.3864 | 1.376 | 1.3968 | 1.2524 | 1.2376 | 1.2674 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 50.6726 | 50 | 51.3514 | 50.6726 | 50 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.3496 | 1.376 | 1.3233 | 1.2192 | 1.2376 | 1.2007 |
Largest Winning Trade | 33514 | 33514 | 27258 | 52877 | 52877 | 52252 |
Largest Losing Trade | -19550 | -13902 | -19550 | -57919 | -57919 | -41457 |
Avg Bars in Trades | 109 | 111 | 108 | 109 | 111 | 108 |
Avg Bars in Winners | 138 | 132 | 143 | 138 | 132 | 143 |
Avg Bars in Losers | 80 | 90 | 70 | 80 | 90 | 70 |
Bars Traded | 24516 | 12512 | 12004 | 24516 | 12512 | 12004 |
Profit Streak | 13.5571 | 13.5571 | 15.0571 | 13.5571 | 13.5571 | 15.0571 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407875 | 277438 | 291338 | 345356 | 242078 | 257848 |
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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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