Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215263.5003 | 99701.2907 | 115562.2096 | 492426.2936 | 268158.1034 | 224268.1902 |
Total P&L (%) | 215.2635 | 99.7013 | 115.5622 | 492.4263 | 268.1581 | 224.2682 |
Avg Daily Profit (%) | 0.8266 | 0.3828 | 0.4438 | 0.6855 | 0.5017 | 0.4528 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32558 | -28797 | -27906 | -89474 | -52672 | -63082 |
Profit Factor | 1.6281 | 1.5748 | 1.6828 | 1.6869 | 1.7423 | 1.6306 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 45.9716 | 47.1698 | 44.7619 | 45.9716 | 47.1698 | 44.7619 |
Ratio Avg Win / Avg Loss | 1.9134 | 1.7637 | 2.0766 | 1.9825 | 1.9514 | 2.0122 |
Largest Winning Trade | 31899 | 24725 | 31899 | 63040 | 63040 | 54433 |
Largest Losing Trade | -13051 | -13051 | -11921 | -53086 | -35209 | -53086 |
Avg Bars in Trades | 116 | 126 | 105 | 116 | 126 | 105 |
Avg Bars in Winners | 159 | 166 | 151 | 159 | 166 | 151 |
Avg Bars in Losers | 79 | 91 | 68 | 79 | 91 | 68 |
Bars Traded | 24546 | 13448 | 11098 | 24546 | 13448 | 11098 |
Profit Streak | 3.1774 | 4.4899 | 0 | 3.1774 | 4.4899 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468591 | 342981 | 330674 | 436609 | 395003 | 329816 |
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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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