Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191715.0848 | 120884.1337 | 70830.9511 | 300365.1617 | 204283.6255 | 96081.5362 |
Total P&L (%) | 191.7151 | 120.8841 | 70.831 | 300.3652 | 204.2836 | 96.0815 |
Avg Daily Profit (%) | 0.3681 | 0.2321 | 0.136 | 0.2667 | 0.2139 | 0.1294 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53828 | -42132 | -35762 | -192333 | -161998 | -143842 |
Profit Factor | 1.3404 | 1.4164 | 1.2595 | 1.2103 | 1.2831 | 1.136 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 163 | 86 | 77 | 163 | 86 | 77 |
Profitability (%) | 42.807 | 39.8601 | 45.7746 | 42.807 | 39.8601 | 45.7746 |
Ratio Avg Win / Avg Loss | 1.7909 | 2.137 | 1.4921 | 1.617 | 1.9359 | 1.3457 |
Largest Winning Trade | 29384 | 29384 | 18114 | 67094 | 67094 | 65495 |
Largest Losing Trade | -11686 | -11686 | -9391 | -41806 | -41806 | -30829 |
Avg Bars in Trades | 86 | 87 | 84 | 86 | 87 | 84 |
Avg Bars in Winners | 126 | 131 | 121 | 126 | 131 | 121 |
Avg Bars in Losers | 56 | 59 | 53 | 56 | 59 | 53 |
Bars Traded | 24555 | 12580 | 11975 | 24555 | 12580 | 11975 |
Profit Streak | 4.3258 | 4.5342 | 0 | 4.3258 | 4.5342 | 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 | 313488 | 194158 | -14031 | 253667 | 159221 | -93670 |
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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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