Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99731.1406 | 55946.8991 | 43784.2415 | 131541.0945 | 70884.2229 | 60656.8716 |
Total P&L (%) | 99.7311 | 55.9469 | 43.7842 | 131.5411 | 70.8842 | 60.6569 |
Avg Daily Profit (%) | 0.383 | 0.2148 | 0.1681 | 0.3229 | 0.206 | 0.1822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32557 | -31610 | -20499 | -44598 | -38187 | -30072 |
Profit Factor | 1.4397 | 1.4452 | 1.4328 | 1.4297 | 1.4218 | 1.4393 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 173 | 88 | 85 | 173 | 88 | 85 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 72.9958 | 73.9496 | 72.0339 | 72.9958 | 73.9496 | 72.0339 |
Ratio Avg Win / Avg Loss | 0.5326 | 0.5091 | 0.5563 | 0.5289 | 0.5008 | 0.5588 |
Largest Winning Trade | 11107 | 11107 | 5638 | 14209 | 14209 | 9339 |
Largest Losing Trade | -17801 | -17801 | -11907 | -26224 | -18396 | -26224 |
Avg Bars in Trades | 103 | 100 | 107 | 103 | 100 | 107 |
Avg Bars in Winners | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Losers | 226 | 226 | 226 | 226 | 226 | 226 |
Bars Traded | 24546 | 11910 | 12636 | 24546 | 11910 | 12636 |
Profit Streak | 1.0858 | 1.0858 | 4.3254 | 1.0858 | 1.0858 | 4.3254 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315795 | 179453 | 242504 | 295117 | 205293 | 293727 |
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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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