Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212923.2581 | 183204.0331 | 29719.2249 | 134239.3067 | 142264.8619 | -8025.5552 |
Total P&L (%) | 212.9233 | 183.204 | 29.7192 | 134.2393 | 142.2649 | -8.0256 |
Avg Daily Profit (%) | 2.4528 | 2.1104 | 0.3423 | 0.9853 | 1.0245 | -0.0963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87692 | -33746 | -63198 | -65534 | -23170 | -44247 |
Profit Factor | 1.8381 | 2.7554 | 1.1986 | 1.8816 | 3.4783 | 0.9154 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 133 | 63 | 70 | 133 | 63 | 70 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 56.8376 | 53.8462 | 59.8291 | 56.8376 | 53.8462 | 59.8291 |
Ratio Avg Win / Avg Loss | 1.3959 | 2.3618 | 0.8047 | 1.4289 | 2.9814 | 0.6146 |
Largest Winning Trade | 196870 | 196870 | 75214 | 154534 | 154534 | 33695 |
Largest Losing Trade | -41118 | -8740 | -41118 | -29463 | -6703 | -29463 |
Avg Bars in Trades | 105 | 108 | 102 | 105 | 108 | 102 |
Avg Bars in Winners | 89 | 90 | 88 | 89 | 90 | 88 |
Avg Bars in Losers | 126 | 129 | 124 | 126 | 129 | 124 |
Bars Traded | 24672 | 12656 | 12016 | 24672 | 12656 | 12016 |
Profit Streak | 0.7511 | 0.7511 | 3.6191 | 0.7511 | 0.7511 | 3.6191 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513386 | 512950 | 48538 | 470550 | 529235 | -581345 |
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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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