Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150293.3736 | 94318.2971 | 55975.0766 | 170212.5719 | 112894.6821 | 57317.8898 |
Total P&L (%) | 150.2934 | 94.3183 | 55.9751 | 170.2126 | 112.8947 | 57.3179 |
Avg Daily Profit (%) | 0.2886 | 0.1811 | 0.1075 | 0.191 | 0.1452 | 0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86857 | -88417 | -27212 | -183858 | -186770 | -56991 |
Profit Factor | 1.3317 | 1.3161 | 1.362 | 1.2203 | 1.2233 | 1.2146 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 47.6395 | 45.6897 | 49.5727 | 47.6395 | 45.6897 | 49.5727 |
Ratio Avg Win / Avg Loss | 1.4637 | 1.5644 | 1.3855 | 1.3412 | 1.4541 | 1.2356 |
Largest Winning Trade | 31072 | 31072 | 14176 | 51270 | 51270 | 21187 |
Largest Losing Trade | -19338 | -19338 | -9468 | -45832 | -45832 | -18048 |
Avg Bars in Trades | 106 | 178 | 33 | 106 | 178 | 33 |
Avg Bars in Winners | 131 | 231 | 40 | 131 | 231 | 40 |
Avg Bars in Losers | 82 | 134 | 27 | 82 | 134 | 27 |
Bars Traded | 24710 | 20746 | 3964 | 24710 | 20746 | 3964 |
Profit Streak | 8.7052 | 8.7052 | 10.8511 | 8.7052 | 8.7052 | 10.8511 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360991 | 265742 | -49430 | 306467 | -979 | -77494 |
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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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