Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129010.5618 | 53204.3462 | 75806.2156 | 201420.4125 | 90578.1443 | 110842.2683 |
Total P&L (%) | 129.0106 | 53.2043 | 75.8062 | 201.4204 | 90.5781 | 110.8423 |
Avg Daily Profit (%) | 0.4954 | 0.2043 | 0.2911 | 0.4246 | 0.2479 | 0.2868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39471 | -33440 | -16009 | -66794 | -56084 | -34406 |
Profit Factor | 1.4041 | 1.3103 | 1.5129 | 1.3337 | 1.28 | 1.3956 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Losing Trades | 167 | 82 | 85 | 167 | 82 | 85 |
Profitability (%) | 45.4248 | 46.4052 | 44.4444 | 45.4248 | 46.4052 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.6869 | 1.5133 | 1.8911 | 1.6023 | 1.4783 | 1.7445 |
Largest Winning Trade | 16778 | 13701 | 16778 | 38861 | 38861 | 20937 |
Largest Losing Trade | -7162 | -6690 | -7162 | -19834 | -19834 | -17488 |
Avg Bars in Trades | 80 | 79 | 81 | 80 | 79 | 81 |
Avg Bars in Winners | 106 | 102 | 111 | 106 | 102 | 111 |
Avg Bars in Losers | 58 | 59 | 58 | 58 | 59 | 58 |
Bars Traded | 24655 | 12126 | 12529 | 24655 | 12126 | 12529 |
Profit Streak | 0 | 11.0749 | 0 | 0 | 11.0749 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374487 | 243906 | 273080 | 337206 | 250978 | 245986 |
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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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