Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220770.4328 | 153469.3465 | 67301.0863 | 236906.1036 | 195655.8462 | 41250.2574 |
Total P&L (%) | 220.7704 | 153.4693 | 67.3011 | 236.9061 | 195.6558 | 41.2503 |
Avg Daily Profit (%) | 2.5431 | 1.7679 | 0.7753 | 1.409 | 1.2566 | 0.3986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54120 | -27397 | -30421 | -43121 | -21373 | -21682 |
Profit Factor | 1.9074 | 2.3226 | 1.5288 | 2.2838 | 3.2331 | 1.4256 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Losing Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Profitability (%) | 42.4603 | 42.8571 | 42.0635 | 42.4603 | 42.8571 | 42.0635 |
Ratio Avg Win / Avg Loss | 2.5847 | 3.0968 | 2.1057 | 3.0949 | 4.3108 | 1.9636 |
Largest Winning Trade | 171523 | 171523 | 75670 | 212826 | 212826 | 53447 |
Largest Losing Trade | -6951 | -5904 | -6951 | -5458 | -4817 | -5458 |
Avg Bars in Trades | 98 | 104 | 91 | 98 | 104 | 91 |
Avg Bars in Winners | 132 | 139 | 124 | 132 | 139 | 124 |
Avg Bars in Losers | 72 | 77 | 68 | 72 | 77 | 68 |
Bars Traded | 24711 | 13140 | 11571 | 24711 | 13140 | 11571 |
Profit Streak | 0.5762 | 0.5762 | 2.861 | 0.5762 | 0.5762 | 2.861 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407483 | 348952 | 334270 | 398195 | 406228 | 126165 |
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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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