Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219204.3064 | 82784.7301 | 136419.5763 | 493757.7785 | 210433.2121 | 283324.5664 |
Total P&L (%) | 219.2043 | 82.7847 | 136.4196 | 493.7578 | 210.4332 | 283.3246 |
Avg Daily Profit (%) | 0.4209 | 0.1589 | 0.2619 | 0.3426 | 0.2177 | 0.2583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45035 | -14072 | -65683 | -143805 | -40751 | -104845 |
Profit Factor | 1.6187 | 1.6429 | 1.6048 | 1.6221 | 1.7121 | 1.5687 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 57.1984 | 58.1395 | 56.25 | 57.1984 | 58.1395 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2112 | 1.1829 | 1.2482 | 1.2138 | 1.2327 | 1.2201 |
Largest Winning Trade | 29867 | 12624 | 29867 | 64795 | 23556 | 64795 |
Largest Losing Trade | -32630 | -7307 | -32630 | -61770 | -28768 | -61770 |
Avg Bars in Trades | 95 | 31 | 158 | 95 | 31 | 158 |
Avg Bars in Winners | 93 | 31 | 157 | 93 | 31 | 157 |
Avg Bars in Losers | 97 | 31 | 160 | 97 | 31 | 160 |
Bars Traded | 24431 | 4095 | 20336 | 24431 | 4095 | 20336 |
Profit Streak | 4.7471 | 6.2263 | 0 | 4.7471 | 6.2263 | 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 | 491405 | 368591 | 363733 | 467558 | 391487 | 355403 |
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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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