Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119610.4887 | 66493.2869 | 53117.2019 | 168317.5428 | 113765.2535 | 54552.2893 |
Total P&L (%) | 119.6105 | 66.4933 | 53.1172 | 168.3175 | 113.7653 | 54.5523 |
Avg Daily Profit (%) | 0.8611 | 0.4787 | 0.3824 | 0.7131 | 0.5484 | 0.3139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58289 | -17493 | -52594 | -152765 | -40710 | -144254 |
Profit Factor | 1.3913 | 1.4984 | 1.3083 | 1.2608 | 1.4123 | 1.1476 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Profitability (%) | 40.3636 | 40.146 | 40.5797 | 40.3636 | 40.146 | 40.5797 |
Ratio Avg Win / Avg Loss | 2.0556 | 2.234 | 1.9158 | 1.8628 | 2.1056 | 1.6805 |
Largest Winning Trade | 20792 | 20792 | 17252 | 46622 | 46622 | 28765 |
Largest Losing Trade | -16546 | -4824 | -16546 | -40557 | -12948 | -40557 |
Avg Bars in Trades | 47 | 45 | 48 | 47 | 45 | 48 |
Avg Bars in Winners | 75 | 75 | 76 | 75 | 75 | 76 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 12939 | 6299 | 6640 | 12939 | 6299 | 6640 |
Profit Streak | 134.3728 | 0 | 134.9561 | 134.3728 | 0 | 134.9561 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397220 | 239407 | 152505 | 339851 | 240327 | -54512 |
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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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