Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104726.1264 | 50799.4863 | 53926.6401 | 149399.2691 | 70980.2146 | 78419.0545 |
Total P&L (%) | 104.7261 | 50.7995 | 53.9266 | 149.3993 | 70.9802 | 78.4191 |
Avg Daily Profit (%) | 0.4021 | 0.1951 | 0.2071 | 0.3515 | 0.2062 | 0.2226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29684 | -22804 | -17507 | -26452 | -26900 | -22621 |
Profit Factor | 1.5136 | 1.4521 | 1.5892 | 1.5314 | 1.452 | 1.6318 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 71.8894 | 74.3119 | 69.4444 | 71.8894 | 74.3119 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.5919 | 0.502 | 0.6992 | 0.5988 | 0.5019 | 0.718 |
Largest Winning Trade | 11847 | 11847 | 9555 | 17324 | 17324 | 9078 |
Largest Losing Trade | -14253 | -14253 | -12943 | -21372 | -21372 | -19559 |
Avg Bars in Trades | 113 | 112 | 113 | 113 | 112 | 113 |
Avg Bars in Winners | 60 | 61 | 59 | 60 | 61 | 59 |
Avg Bars in Losers | 247 | 260 | 236 | 247 | 260 | 236 |
Bars Traded | 24525 | 12288 | 12237 | 24525 | 12288 | 12237 |
Profit Streak | 1.142 | 4.7045 | 0 | 1.142 | 4.7045 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317676 | 299524 | 285499 | 306009 | 348995 | 333433 |
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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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