Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127093.1859 | 56663.4565 | 70429.7294 | 138771.8968 | 63128.0369 | 75643.8599 |
Total P&L (%) | 127.0932 | 56.6635 | 70.4297 | 138.7719 | 63.128 | 75.6439 |
Avg Daily Profit (%) | 0.488 | 0.2176 | 0.2704 | 0.3348 | 0.1881 | 0.2165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74664 | -74532 | -36333 | -62764 | -61601 | -31759 |
Profit Factor | 1.2823 | 1.2522 | 1.3123 | 1.332 | 1.2993 | 1.3653 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 126 | 67 | 59 | 126 | 67 | 59 |
Profitability (%) | 44.2478 | 40.708 | 47.7876 | 44.2478 | 40.708 | 47.7876 |
Ratio Avg Win / Avg Loss | 1.6157 | 1.8238 | 1.4339 | 1.6783 | 1.8925 | 1.4917 |
Largest Winning Trade | 26673 | 26673 | 26018 | 22742 | 18688 | 22742 |
Largest Losing Trade | -13986 | -10768 | -13986 | -12285 | -12089 | -12285 |
Avg Bars in Trades | 108 | 108 | 108 | 108 | 108 | 108 |
Avg Bars in Winners | 155 | 161 | 149 | 155 | 161 | 149 |
Avg Bars in Losers | 71 | 71 | 71 | 71 | 71 | 71 |
Bars Traded | 24536 | 12250 | 12286 | 24536 | 12250 | 12286 |
Profit Streak | 5.108 | 0 | 14.0039 | 5.108 | 0 | 14.0039 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339657 | 90795 | 267496 | 303433 | 107617 | 262550 |
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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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