Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142670.3988 | 96598.6925 | 46071.7063 | 146617.2381 | 127458.4314 | 19158.8067 |
Total P&L (%) | 142.6704 | 96.5987 | 46.0717 | 146.6172 | 127.4584 | 19.1588 |
Avg Daily Profit (%) | 0.2739 | 0.1855 | 0.0885 | 0.1735 | 0.1579 | 0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54857 | -44668 | -44923 | -113018 | -92623 | -110550 |
Profit Factor | 1.258 | 1.4337 | 1.1395 | 1.1647 | 1.363 | 1.0356 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Losing Trades | 138 | 68 | 70 | 138 | 68 | 70 |
Profitability (%) | 50.5376 | 51.4286 | 49.6403 | 50.5376 | 51.4286 | 49.6403 |
Ratio Avg Win / Avg Loss | 1.2313 | 1.354 | 1.1561 | 1.14 | 1.2873 | 1.0506 |
Largest Winning Trade | 24565 | 22741 | 24565 | 47223 | 38798 | 47223 |
Largest Losing Trade | -24399 | -14549 | -24399 | -32496 | -28949 | -32496 |
Avg Bars in Trades | 87 | 63 | 112 | 87 | 63 | 112 |
Avg Bars in Winners | 102 | 74 | 131 | 102 | 74 | 131 |
Avg Bars in Losers | 73 | 51 | 94 | 73 | 51 | 94 |
Bars Traded | 24527 | 8844 | 15683 | 24527 | 8844 | 15683 |
Profit Streak | 5.9816 | 6.9608 | 0 | 5.9816 | 6.9608 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350584 | 306556 | -144470 | -30255 | 282531 | -337687 |
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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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