Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85237.1932 | 56829.2525 | 28407.9407 | 39900.6313 | 35364.3933 | 4536.238 |
Total P&L (%) | 85.2372 | 56.8293 | 28.4079 | 39.9006 | 35.3644 | 4.5362 |
Avg Daily Profit (%) | 0.3273 | 0.2182 | 0.1091 | 0.129 | 0.1163 | 0.017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71869 | -33868 | -81557 | -84844 | -36607 | -100881 |
Profit Factor | 1.198 | 1.2894 | 1.1214 | 1.0751 | 1.144 | 1.0159 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 198 | 101 | 97 | 198 | 101 | 97 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 73.0627 | 74.8148 | 71.3235 | 73.0627 | 74.8148 | 71.3235 |
Ratio Avg Win / Avg Loss | 0.4417 | 0.4341 | 0.4509 | 0.3964 | 0.3851 | 0.4085 |
Largest Winning Trade | 16234 | 12099 | 16234 | 16893 | 11232 | 16893 |
Largest Losing Trade | -47035 | -25461 | -47035 | -47238 | -26034 | -47238 |
Avg Bars in Trades | 91 | 92 | 90 | 91 | 92 | 90 |
Avg Bars in Winners | 48 | 50 | 46 | 48 | 50 | 46 |
Avg Bars in Losers | 207 | 217 | 199 | 207 | 217 | 199 |
Bars Traded | 24798 | 12496 | 12302 | 24798 | 12496 | 12302 |
Profit Streak | 1.5157 | 10.4532 | 1.5157 | 1.5157 | 10.4532 | 1.5157 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 203792 | 315783 | -140196 | -161251 | -100547 | -541499 |
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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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