Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107458.6052 | 57043.9353 | 50414.6699 | 83505.0123 | 80087.3233 | 3417.6889 |
Total P&L (%) | 107.4586 | 57.0439 | 50.4147 | 83.505 | 80.0873 | 3.4177 |
Avg Daily Profit (%) | 0.4126 | 0.219 | 0.1936 | 0.2334 | 0.2261 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94428 | -41799 | -78697 | -177976 | -62984 | -153403 |
Profit Factor | 1.2456 | 1.2778 | 1.217 | 1.1356 | 1.3018 | 1.0098 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Losing Trades | 119 | 58 | 61 | 119 | 58 | 61 |
Profitability (%) | 45.1613 | 46.789 | 43.5185 | 45.1613 | 46.789 | 43.5185 |
Ratio Avg Win / Avg Loss | 1.5125 | 1.4532 | 1.5796 | 1.379 | 1.4804 | 1.3105 |
Largest Winning Trade | 27802 | 27802 | 20313 | 26744 | 26744 | 25140 |
Largest Losing Trade | -26195 | -19211 | -26195 | -37985 | -22557 | -37985 |
Avg Bars in Trades | 113 | 125 | 101 | 113 | 125 | 101 |
Avg Bars in Winners | 136 | 152 | 119 | 136 | 152 | 119 |
Avg Bars in Losers | 94 | 102 | 86 | 94 | 102 | 86 |
Bars Traded | 24598 | 13686 | 10912 | 24598 | 13686 | 10912 |
Profit Streak | 3.5279 | 7.9029 | 3.5279 | 3.5279 | 7.9029 | 3.5279 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302209 | 200372 | 75964 | -65319 | 238924 | -556009 |
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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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