Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97548.7791 | 53981.1333 | 43567.6457 | 109054.0996 | 76998.7838 | 32055.3158 |
Total P&L (%) | 97.5488 | 53.9811 | 43.5676 | 109.0541 | 76.9988 | 32.0553 |
Avg Daily Profit (%) | 0.3746 | 0.2073 | 0.1673 | 0.2836 | 0.2195 | 0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33358 | -28055 | -58983 | -80406 | -61173 | -128063 |
Profit Factor | 1.3513 | 1.3836 | 1.3181 | 1.2052 | 1.302 | 1.116 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 152 | 78 | 74 | 152 | 78 | 74 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 69.4064 | 70.9091 | 67.8899 | 69.4064 | 70.9091 | 67.8899 |
Ratio Avg Win / Avg Loss | 0.5956 | 0.5676 | 0.6234 | 0.5313 | 0.5341 | 0.5278 |
Largest Winning Trade | 13810 | 13810 | 9033 | 26279 | 26279 | 15032 |
Largest Losing Trade | -18963 | -16209 | -18963 | -44157 | -35022 | -44157 |
Avg Bars in Trades | 111 | 113 | 108 | 111 | 113 | 108 |
Avg Bars in Winners | 63 | 64 | 61 | 63 | 64 | 61 |
Avg Bars in Losers | 219 | 235 | 205 | 219 | 235 | 205 |
Bars Traded | 24319 | 12536 | 11783 | 24319 | 12536 | 11783 |
Profit Streak | 3.4423 | 8.1819 | 0 | 3.4423 | 8.1819 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337546 | 303506 | 166459 | 277408 | 327755 | -147250 |
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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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