Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105158.6393 | 59970.6975 | 45187.9418 | 66608.9811 | 78780.9213 | -12171.9403 |
Total P&L (%) | 105.1586 | 59.9707 | 45.1879 | 66.609 | 78.7809 | -12.1719 |
Avg Daily Profit (%) | 0.4038 | 0.2303 | 0.1735 | 0.1962 | 0.2233 | -0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67843 | -38448 | -71684 | -150566 | -39095 | -158263 |
Profit Factor | 1.2742 | 1.3684 | 1.2047 | 1.108 | 1.3378 | 0.9683 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 59.2593 | 57.4074 | 61.1111 | 59.2593 | 57.4074 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.876 | 1.0153 | 0.7666 | 0.7617 | 0.9925 | 0.6162 |
Largest Winning Trade | 21120 | 16344 | 21120 | 20764 | 19796 | 20764 |
Largest Losing Trade | -48059 | -37586 | -48059 | -101134 | -38290 | -101134 |
Avg Bars in Trades | 113 | 118 | 108 | 113 | 118 | 108 |
Avg Bars in Winners | 91 | 93 | 90 | 91 | 93 | 90 |
Avg Bars in Losers | 144 | 150 | 136 | 144 | 150 | 136 |
Bars Traded | 24465 | 12750 | 11715 | 24465 | 12750 | 11715 |
Profit Streak | 4.0839 | 4.0839 | 11.3027 | 4.0839 | 4.0839 | 11.3027 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336877 | 263913 | 174859 | -94308 | 219099 | -579389 |
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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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