Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205960.5643 | 124516.2485 | 81444.3159 | 368083.4397 | 282413.4343 | 85670.0054 |
Total P&L (%) | 205.9606 | 124.5162 | 81.4443 | 368.0834 | 282.4134 | 85.67 |
Avg Daily Profit (%) | 0.3954 | 0.2391 | 0.1564 | 0.2968 | 0.2579 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73757 | -39170 | -58008 | -506497 | -219824 | -369762 |
Profit Factor | 1.4565 | 1.5324 | 1.3749 | 1.1699 | 1.2557 | 1.0806 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Profitability (%) | 39.5349 | 37.9845 | 41.0853 | 39.5349 | 37.9845 | 41.0853 |
Ratio Avg Win / Avg Loss | 2.2277 | 2.5019 | 1.9715 | 1.7892 | 2.0501 | 1.5496 |
Largest Winning Trade | 38781 | 38781 | 25549 | 149219 | 149219 | 107137 |
Largest Losing Trade | -10892 | -8385 | -10892 | -69615 | -60650 | -69615 |
Avg Bars in Trades | 95 | 92 | 98 | 95 | 92 | 98 |
Avg Bars in Winners | 170 | 170 | 171 | 170 | 170 | 171 |
Avg Bars in Losers | 46 | 44 | 48 | 46 | 44 | 48 |
Bars Traded | 24682 | 11931 | 12751 | 24682 | 11931 | 12751 |
Profit Streak | 6.3893 | 6.4518 | 0 | 6.3893 | 6.4518 | 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 | 318458 | 209073 | 167517 | -26705 | 153980 | -169251 |
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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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