Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101034.9084 | 52288.0031 | 48746.9053 | 95204.8253 | 43926.2542 | 51278.5711 |
Total P&L (%) | 101.0349 | 52.288 | 48.7469 | 95.2048 | 43.9263 | 51.2786 |
Avg Daily Profit (%) | 0.388 | 0.2008 | 0.1872 | 0.2572 | 0.1399 | 0.1591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47312 | -31824 | -35449 | -100658 | -73020 | -75699 |
Profit Factor | 1.2486 | 1.2449 | 1.2527 | 1.1153 | 1.1016 | 1.1305 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 54.4304 | 52.9412 | 55.9322 | 54.4304 | 52.9412 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.0454 | 1.1066 | 0.987 | 0.9338 | 0.9792 | 0.8907 |
Largest Winning Trade | 23824 | 23350 | 23824 | 38957 | 38957 | 24066 |
Largest Losing Trade | -17565 | -17565 | -11825 | -36865 | -36865 | -30035 |
Avg Bars in Trades | 103 | 104 | 102 | 103 | 104 | 102 |
Avg Bars in Winners | 96 | 92 | 100 | 96 | 92 | 100 |
Avg Bars in Losers | 112 | 118 | 105 | 112 | 118 | 105 |
Bars Traded | 24602 | 12480 | 12122 | 24602 | 12480 | 12122 |
Profit Streak | 3.3641 | 3.3641 | 4.562 | 3.3641 | 3.3641 | 4.562 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326353 | 148923 | 130792 | -87132 | -120631 | -73178 |
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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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