Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140242.3187 | 67367.0925 | 72875.2262 | 151599.8386 | 60142.1015 | 91457.7372 |
Total P&L (%) | 140.2423 | 67.3671 | 72.8752 | 151.5998 | 60.1421 | 91.4577 |
Avg Daily Profit (%) | 0.2693 | 0.1293 | 0.1399 | 0.1773 | 0.0905 | 0.1248 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64067 | -69294 | -32670 | -198161 | -213588 | -95771 |
Profit Factor | 1.3082 | 1.2898 | 1.3273 | 1.1472 | 1.1125 | 1.1847 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 149 | 79 | 70 | 149 | 79 | 70 |
Profitability (%) | 41.5686 | 37.7953 | 45.3125 | 41.5686 | 37.7953 | 45.3125 |
Ratio Avg Win / Avg Loss | 1.8388 | 2.1228 | 1.6019 | 1.6126 | 1.8309 | 1.4298 |
Largest Winning Trade | 48657 | 48657 | 23351 | 106886 | 106886 | 62004 |
Largest Losing Trade | -13960 | -9263 | -13960 | -50080 | -27819 | -50080 |
Avg Bars in Trades | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Winners | 155 | 158 | 153 | 155 | 158 | 153 |
Avg Bars in Losers | 55 | 58 | 52 | 55 | 58 | 52 |
Bars Traded | 24845 | 12236 | 12609 | 24845 | 12236 | 12609 |
Profit Streak | 21.031 | 23.4476 | 21.031 | 21.031 | 23.4476 | 21.031 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304461 | -23454 | -6434 | -51078 | -172620 | -45363 |
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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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