Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81240.9344 | 39491.4556 | 41749.4788 | 98890.6076 | 50274.1282 | 48616.4794 |
Total P&L (%) | 81.2409 | 39.4915 | 41.7495 | 98.8906 | 50.2741 | 48.6165 |
Avg Daily Profit (%) | 0.312 | 0.1516 | 0.1603 | 0.2644 | 0.1565 | 0.1523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20533 | -20692 | -17241 | -22272 | -23067 | -25654 |
Profit Factor | 1.3927 | 1.366 | 1.4218 | 1.3616 | 1.3547 | 1.3691 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 164 | 87 | 77 | 164 | 87 | 77 |
Losing Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Profitability (%) | 68.3333 | 72.5 | 64.1667 | 68.3333 | 72.5 | 64.1667 |
Ratio Avg Win / Avg Loss | 0.6454 | 0.5181 | 0.794 | 0.631 | 0.5139 | 0.7646 |
Largest Winning Trade | 9234 | 9234 | 8568 | 13295 | 13295 | 10940 |
Largest Losing Trade | -14874 | -13490 | -14874 | -19542 | -17656 | -19542 |
Avg Bars in Trades | 102 | 99 | 104 | 102 | 99 | 104 |
Avg Bars in Winners | 71 | 67 | 75 | 71 | 67 | 75 |
Avg Bars in Losers | 167 | 181 | 157 | 167 | 181 | 157 |
Bars Traded | 24480 | 11882 | 12598 | 24480 | 11882 | 12598 |
Profit Streak | 7.2721 | 7.2721 | 7.345 | 7.2721 | 7.2721 | 7.345 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410927 | 232972 | 206189 | 389459 | 266278 | 214095 |
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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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