Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224734.2246 | 117458.9417 | 107275.2829 | 345072.2755 | 210812.4548 | 134259.8207 |
Total P&L (%) | 224.7342 | 117.4589 | 107.2753 | 345.0723 | 210.8125 | 134.2598 |
Avg Daily Profit (%) | 0.4315 | 0.2255 | 0.206 | 0.2871 | 0.218 | 0.1636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54232 | -34585 | -60767 | -113968 | -84130 | -130244 |
Profit Factor | 1.3488 | 1.3802 | 1.3199 | 1.2611 | 1.3297 | 1.1969 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Profitability (%) | 42.2222 | 40.7407 | 43.7037 | 42.2222 | 40.7407 | 43.7037 |
Ratio Avg Win / Avg Loss | 1.8458 | 2.0076 | 1.7002 | 1.7258 | 1.9341 | 1.5417 |
Largest Winning Trade | 33853 | 33853 | 29956 | 71479 | 71479 | 58065 |
Largest Losing Trade | -13701 | -13701 | -11877 | -51713 | -51713 | -40334 |
Avg Bars in Trades | 91 | 93 | 89 | 91 | 93 | 89 |
Avg Bars in Winners | 131 | 133 | 130 | 131 | 133 | 130 |
Avg Bars in Losers | 61 | 65 | 57 | 61 | 65 | 57 |
Bars Traded | 24639 | 12595 | 12045 | 24639 | 12595 | 12045 |
Profit Streak | 3.9802 | 5.501 | 0 | 3.9802 | 5.501 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312249 | 211140 | 207903 | 248524 | 197697 | 44651 |
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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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