Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133301.1629 | 92266.2896 | 41034.8733 | 121518.8333 | 79536.0888 | 41982.7445 |
Total P&L (%) | 133.3012 | 92.2663 | 41.0349 | 121.5188 | 79.5361 | 41.9827 |
Avg Daily Profit (%) | 0.2559 | 0.1772 | 0.0788 | 0.1528 | 0.1124 | 0.0673 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61879 | -54001 | -46309 | -90914 | -100534 | -125100 |
Profit Factor | 1.2939 | 1.3945 | 1.1868 | 1.1588 | 1.2002 | 1.114 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Losing Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Profitability (%) | 49.1429 | 51.1364 | 47.1264 | 49.1429 | 51.1364 | 47.1264 |
Ratio Avg Win / Avg Loss | 1.3391 | 1.3326 | 1.3316 | 1.1992 | 1.1468 | 1.2499 |
Largest Winning Trade | 22230 | 22230 | 18189 | 37929 | 37929 | 31877 |
Largest Losing Trade | -33679 | -33679 | -23004 | -39299 | -32984 | -39299 |
Avg Bars in Trades | 140 | 150 | 129 | 140 | 150 | 129 |
Avg Bars in Winners | 163 | 174 | 152 | 163 | 174 | 152 |
Avg Bars in Losers | 117 | 125 | 109 | 117 | 125 | 109 |
Bars Traded | 24530 | 13235 | 11294 | 24530 | 13235 | 11294 |
Profit Streak | 5.7011 | 13.3469 | 0 | 5.7011 | 13.3469 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319071 | 303329 | -106915 | -37967 | -43096 | -202166 |
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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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