Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240647.7958 | 109075.8345 | 131571.9613 | 671628.9705 | 340596.7312 | 331032.2394 |
Total P&L (%) | 240.6478 | 109.0758 | 131.572 | 671.629 | 340.5967 | 331.0322 |
Avg Daily Profit (%) | 0.9241 | 0.4188 | 0.5052 | 0.7877 | 0.5711 | 0.5626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35255 | -31627 | -25014 | -142802 | -113137 | -102763 |
Profit Factor | 1.6097 | 1.5396 | 1.6833 | 1.4896 | 1.4881 | 1.4912 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 124 | 64 | 60 | 124 | 64 | 60 |
Losing Trades | 170 | 83 | 87 | 170 | 83 | 87 |
Profitability (%) | 42.1769 | 43.5374 | 40.8163 | 42.1769 | 43.5374 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.2069 | 1.9967 | 2.4408 | 2.0423 | 1.9299 | 2.1623 |
Largest Winning Trade | 28418 | 22938 | 28418 | 138662 | 78501 | 138662 |
Largest Losing Trade | -10912 | -10912 | -7237 | -41035 | -28935 | -41035 |
Avg Bars in Trades | 83 | 85 | 82 | 83 | 85 | 82 |
Avg Bars in Winners | 127 | 130 | 124 | 127 | 130 | 124 |
Avg Bars in Losers | 52 | 50 | 53 | 52 | 50 | 53 |
Bars Traded | 24637 | 12515 | 12122 | 24637 | 12515 | 12122 |
Profit Streak | 1.6636 | 2.5698 | 1.6636 | 1.6636 | 2.5698 | 1.6636 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398031 | 234942 | 212906 | 380422 | 270457 | 200838 |
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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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