Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111982.5256 | 73473.5829 | 38508.9427 | 102813.4395 | 63562.7107 | 39250.7287 |
Total P&L (%) | 111.9825 | 73.4736 | 38.5089 | 102.8134 | 63.5627 | 39.2507 |
Avg Daily Profit (%) | 0.215 | 0.1411 | 0.0739 | 0.1359 | 0.0945 | 0.0636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76530 | -46401 | -74680 | -252002 | -173847 | -233354 |
Profit Factor | 1.2418 | 1.3254 | 1.1623 | 1.0804 | 1.1008 | 1.0606 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 140 | 71 | 69 | 140 | 71 | 69 |
Losing Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Profitability (%) | 45.1613 | 45.8065 | 44.5161 | 45.1613 | 45.8065 | 44.5161 |
Ratio Avg Win / Avg Loss | 1.5079 | 1.5681 | 1.4486 | 1.3119 | 1.3023 | 1.3219 |
Largest Winning Trade | 24397 | 24397 | 23658 | 79858 | 51965 | 79858 |
Largest Losing Trade | -14235 | -14235 | -11965 | -51543 | -51543 | -45559 |
Avg Bars in Trades | 79 | 70 | 88 | 79 | 70 | 88 |
Avg Bars in Winners | 118 | 103 | 133 | 118 | 103 | 133 |
Avg Bars in Losers | 47 | 43 | 52 | 47 | 43 | 52 |
Bars Traded | 24704 | 10999 | 13705 | 24704 | 10999 | 13705 |
Profit Streak | 5.751 | 0 | 7.6052 | 5.751 | 0 | 7.6052 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304600 | -5305 | -140356 | -143854 | -178858 | -265927 |
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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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