Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202300.6149 | 133277.5921 | 69023.0228 | 157737.3563 | 110244.5211 | 47492.8352 |
Total P&L (%) | 202.3006 | 133.2776 | 69.023 | 157.7374 | 110.2445 | 47.4928 |
Avg Daily Profit (%) | 0.1942 | 0.1279 | 0.0663 | 0.0909 | 0.0714 | 0.0373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112565 | -63452 | -91810 | -143558 | -102261 | -113137 |
Profit Factor | 1.2669 | 1.3844 | 1.1679 | 1.155 | 1.2285 | 1.0888 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 117 | 55 | 62 | 117 | 55 | 62 |
Losing Trades | 163 | 85 | 78 | 163 | 85 | 78 |
Profitability (%) | 41.7857 | 39.2857 | 44.2857 | 41.7857 | 39.2857 | 44.2857 |
Ratio Avg Win / Avg Loss | 1.765 | 2.1395 | 1.4692 | 1.6092 | 1.8987 | 1.3697 |
Largest Winning Trade | 60005 | 60005 | 28906 | 75270 | 75270 | 40228 |
Largest Losing Trade | -23570 | -14081 | -23570 | -24718 | -23328 | -24718 |
Avg Bars in Trades | 88 | 84 | 91 | 88 | 84 | 91 |
Avg Bars in Winners | 130 | 127 | 132 | 130 | 127 | 132 |
Avg Bars in Losers | 58 | 56 | 59 | 58 | 56 | 59 |
Bars Traded | 24693 | 11853 | 12840 | 24693 | 11853 | 12840 |
Profit Streak | 10.5469 | 12.4219 | 10.5469 | 10.5469 | 12.4219 | 10.5469 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301267 | -23767 | -142168 | -120627 | -100163 | -269243 |
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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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