Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283750.4238 | 177206.5329 | 106543.8909 | 237733.1305 | 77033.0951 | 160700.0354 |
Total P&L (%) | 283.7504 | 177.2065 | 106.5439 | 237.7331 | 77.0331 | 160.7 |
Avg Daily Profit (%) | 0.2724 | 0.1701 | 0.1023 | 0.1169 | 0.0548 | 0.092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71982 | -65334 | -58224 | -324578 | -345795 | -150626 |
Profit Factor | 1.4168 | 1.5401 | 1.3021 | 1.1305 | 1.0815 | 1.1833 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 188 | 96 | 92 | 188 | 96 | 92 |
Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Profitability (%) | 73.7255 | 75.5906 | 71.875 | 73.7255 | 75.5906 | 71.875 |
Ratio Avg Win / Avg Loss | 0.5049 | 0.4973 | 0.5095 | 0.4029 | 0.3492 | 0.463 |
Largest Winning Trade | 38895 | 38895 | 22258 | 75668 | 75668 | 57132 |
Largest Losing Trade | -57355 | -49438 | -57355 | -212383 | -212383 | -142308 |
Avg Bars in Trades | 95 | 95 | 95 | 95 | 95 | 95 |
Avg Bars in Winners | 57 | 59 | 56 | 57 | 59 | 56 |
Avg Bars in Losers | 203 | 209 | 197 | 203 | 209 | 197 |
Bars Traded | 24463 | 12182 | 12281 | 24463 | 12182 | 12281 |
Profit Streak | 23.2484 | 64.5401 | 23.2484 | 23.2484 | 64.5401 | 23.2484 |
Trades During Streak | 10 | 13 | 5 | 10 | 13 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485430 | 444079 | -53829 | -109484 | -247131 | -86534 |
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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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