Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85550.3323 | 53449.1086 | 32101.2237 | 78193.3566 | 62021.4281 | 16171.9284 |
Total P&L (%) | 85.5503 | 53.4491 | 32.1012 | 78.1934 | 62.0214 | 16.1719 |
Avg Daily Profit (%) | 0.6159 | 0.3848 | 0.2311 | 0.4167 | 0.348 | 0.108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35078 | -24351 | -32874 | -62751 | -27621 | -59086 |
Profit Factor | 1.2998 | 1.39 | 1.2165 | 1.2073 | 1.36 | 1.0789 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 123 | 57 | 66 | 123 | 57 | 66 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 54.4248 | 50.4425 | 58.4071 | 54.4248 | 50.4425 | 58.4071 |
Ratio Avg Win / Avg Loss | 1.0884 | 1.3656 | 0.8663 | 1.011 | 1.3362 | 0.7683 |
Largest Winning Trade | 31536 | 31536 | 11380 | 29700 | 29700 | 14098 |
Largest Losing Trade | -24727 | -12352 | -24727 | -45010 | -14816 | -45010 |
Avg Bars in Trades | 57 | 58 | 57 | 57 | 58 | 57 |
Avg Bars in Winners | 53 | 54 | 51 | 53 | 54 | 51 |
Avg Bars in Losers | 63 | 62 | 65 | 63 | 62 | 65 |
Bars Traded | 13099 | 6612 | 6487 | 13099 | 6612 | 6487 |
Profit Streak | 130.7491 | 130.7491 | 130.77 | 130.7491 | 130.7491 | 130.77 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438937 | 263554 | 89708 | 357318 | 266224 | -194061 |
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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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