Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100975.9928 | 47048.1182 | 53927.8747 | 80783.8564 | 45753.8389 | 35030.0175 |
Total P&L (%) | 100.976 | 47.0481 | 53.9279 | 80.7839 | 45.7538 | 35.03 |
Avg Daily Profit (%) | 0.3877 | 0.1807 | 0.2071 | 0.2276 | 0.1448 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77808 | -46748 | -50615 | -70990 | -44771 | -46488 |
Profit Factor | 1.3232 | 1.2782 | 1.3763 | 1.291 | 1.3017 | 1.278 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 135 | 64 | 71 | 135 | 64 | 71 |
Losing Trades | 80 | 44 | 36 | 80 | 44 | 36 |
Profitability (%) | 62.7907 | 59.2593 | 66.3551 | 62.7907 | 59.2593 | 66.3551 |
Ratio Avg Win / Avg Loss | 0.7841 | 0.8788 | 0.6978 | 0.765 | 0.8949 | 0.648 |
Largest Winning Trade | 54711 | 54711 | 48214 | 63931 | 63931 | 38012 |
Largest Losing Trade | -28285 | -16851 | -28285 | -29417 | -15618 | -29417 |
Avg Bars in Trades | 114 | 115 | 113 | 114 | 115 | 113 |
Avg Bars in Winners | 77 | 73 | 80 | 77 | 73 | 80 |
Avg Bars in Losers | 177 | 175 | 179 | 177 | 175 | 179 |
Bars Traded | 24657 | 12467 | 12190 | 24657 | 12467 | 12190 |
Profit Streak | 3.041 | 3.041 | 9.791 | 3.041 | 3.041 | 9.791 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306895 | 92619 | 272652 | 250532 | -4628 | -41252 |
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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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