Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241729.4095 | 136733.3081 | 104996.1014 | 576896.1782 | 241854.6224 | 335041.5558 |
Total P&L (%) | 241.7294 | 136.7333 | 104.9961 | 576.8962 | 241.8546 | 335.0416 |
Avg Daily Profit (%) | 0.4641 | 0.2625 | 0.2016 | 0.3678 | 0.2363 | 0.2827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47109 | -39710 | -42635 | -258933 | -202800 | -134614 |
Profit Factor | 1.6899 | 1.7719 | 1.6061 | 1.476 | 1.3813 | 1.58 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Losing Trades | 132 | 63 | 69 | 132 | 63 | 69 |
Profitability (%) | 44.5378 | 47.0588 | 42.0168 | 44.5378 | 47.0588 | 42.0168 |
Ratio Avg Win / Avg Loss | 2.1044 | 1.9934 | 2.2164 | 1.838 | 1.5539 | 2.1804 |
Largest Winning Trade | 43601 | 43601 | 31441 | 152298 | 116582 | 152298 |
Largest Losing Trade | -15856 | -14895 | -15856 | -76061 | -76061 | -53087 |
Avg Bars in Trades | 103 | 53 | 154 | 103 | 53 | 154 |
Avg Bars in Winners | 164 | 70 | 270 | 164 | 70 | 270 |
Avg Bars in Losers | 54 | 38 | 69 | 54 | 38 | 69 |
Bars Traded | 24693 | 6330 | 18363 | 24693 | 6330 | 18363 |
Profit Streak | 13.9892 | 0 | 14.0517 | 13.9892 | 0 | 14.0517 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440258 | 344338 | 264935 | 392108 | 276202 | 285069 |
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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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