Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150710.3138 | 64538.7574 | 86171.5564 | 267548.0163 | 112600.3207 | 154947.6956 |
Total P&L (%) | 150.7103 | 64.5388 | 86.1716 | 267.548 | 112.6003 | 154.9477 |
Avg Daily Profit (%) | 0.5787 | 0.2478 | 0.3309 | 0.5011 | 0.29 | 0.36 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27705 | -16499 | -16514 | -50716 | -29949 | -32710 |
Profit Factor | 1.7597 | 1.6317 | 1.8956 | 1.6129 | 1.5001 | 1.733 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 112 | 58 | 54 | 112 | 58 | 54 |
Profitability (%) | 42.8571 | 40.8163 | 44.898 | 42.8571 | 40.8163 | 44.898 |
Ratio Avg Win / Avg Loss | 2.3462 | 2.3659 | 2.3264 | 2.1505 | 2.1752 | 2.1268 |
Largest Winning Trade | 28574 | 23673 | 28574 | 46535 | 46535 | 31621 |
Largest Losing Trade | -6397 | -6397 | -6232 | -15349 | -15349 | -14516 |
Avg Bars in Trades | 124 | 131 | 117 | 124 | 131 | 117 |
Avg Bars in Winners | 186 | 183 | 189 | 186 | 183 | 189 |
Avg Bars in Losers | 78 | 96 | 58 | 78 | 96 | 58 |
Bars Traded | 24420 | 12928 | 11491 | 24420 | 12928 | 11491 |
Profit Streak | 3.3322 | 0 | 7.7593 | 3.3322 | 0 | 7.7593 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367665 | 197834 | 368154 | 333582 | 199764 | 365818 |
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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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