Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212525.0842 | 141766.6546 | 70758.4295 | 209011.5972 | 127383.8415 | 81627.7557 |
Total P&L (%) | 212.5251 | 141.7667 | 70.7584 | 209.0116 | 127.3838 | 81.6278 |
Avg Daily Profit (%) | 0.4081 | 0.2722 | 0.1359 | 0.2169 | 0.1578 | 0.1147 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80117 | -65047 | -39684 | -301647 | -217378 | -163271 |
Profit Factor | 1.3871 | 1.4738 | 1.2833 | 1.1592 | 1.1824 | 1.1328 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 147 | 78 | 69 | 147 | 78 | 69 |
Profitability (%) | 43.0233 | 39.5349 | 46.5116 | 43.0233 | 39.5349 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.837 | 2.254 | 1.4758 | 1.5352 | 1.8085 | 1.3027 |
Largest Winning Trade | 120236 | 120236 | 25217 | 209431 | 209431 | 100622 |
Largest Losing Trade | -16308 | -16308 | -13798 | -65425 | -65425 | -57737 |
Avg Bars in Trades | 95 | 97 | 94 | 95 | 97 | 94 |
Avg Bars in Winners | 131 | 137 | 125 | 131 | 137 | 125 |
Avg Bars in Losers | 68 | 70 | 66 | 68 | 70 | 66 |
Bars Traded | 24679 | 12549 | 12130 | 24679 | 12549 | 12130 |
Profit Streak | 14.9857 | 20.9649 | 14.9857 | 14.9857 | 20.9649 | 14.9857 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389400 | 259301 | -12329 | -36844 | -14754 | -115048 |
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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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