Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228489.6274 | 144172.9143 | 84316.7131 | 439725.266 | 299929.1852 | 139796.0808 |
Total P&L (%) | 228.4896 | 144.1729 | 84.3167 | 439.7253 | 299.9292 | 139.7961 |
Avg Daily Profit (%) | 0.4387 | 0.2768 | 0.1619 | 0.3242 | 0.2665 | 0.1681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118007 | -49568 | -73410 | -524478 | -249912 | -325427 |
Profit Factor | 1.4449 | 1.6176 | 1.301 | 1.2534 | 1.3663 | 1.1525 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Losing Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Profitability (%) | 52.4793 | 52.8926 | 52.0661 | 52.4793 | 52.8926 | 52.0661 |
Ratio Avg Win / Avg Loss | 1.3084 | 1.4407 | 1.1977 | 1.135 | 1.2169 | 1.061 |
Largest Winning Trade | 27255 | 23415 | 27255 | 117286 | 71157 | 117286 |
Largest Losing Trade | -25913 | -18487 | -25913 | -132321 | -91667 | -132321 |
Avg Bars in Trades | 101 | 99 | 104 | 101 | 99 | 104 |
Avg Bars in Winners | 110 | 96 | 125 | 110 | 96 | 125 |
Avg Bars in Losers | 92 | 102 | 81 | 92 | 102 | 81 |
Bars Traded | 24674 | 12059 | 12615 | 24674 | 12059 | 12615 |
Profit Streak | 12.2577 | 12.4035 | 12.2577 | 12.2577 | 12.4035 | 12.2577 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473812 | 391900 | 268952 | 396447 | 336089 | -45325 |
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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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