Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168689.6629 | 89099.4419 | 79590.2209 | 137081.2915 | 71776.863 | 65304.4284 |
Total P&L (%) | 168.6897 | 89.0994 | 79.5902 | 137.0813 | 71.7769 | 65.3044 |
Avg Daily Profit (%) | 0.3239 | 0.1711 | 0.1528 | 0.1659 | 0.1039 | 0.0966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68405 | -61274 | -49814 | -107911 | -95094 | -81395 |
Profit Factor | 1.2638 | 1.2719 | 1.2553 | 1.1412 | 1.1461 | 1.1362 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 46.063 | 44.0945 | 48.0315 | 46.063 | 44.0945 | 48.0315 |
Ratio Avg Win / Avg Loss | 1.4798 | 1.6126 | 1.3582 | 1.3363 | 1.4531 | 1.2293 |
Largest Winning Trade | 37769 | 37769 | 28272 | 45525 | 41798 | 45525 |
Largest Losing Trade | -23675 | -15869 | -23675 | -32753 | -26822 | -32753 |
Avg Bars in Trades | 97 | 103 | 90 | 97 | 103 | 90 |
Avg Bars in Winners | 121 | 135 | 109 | 121 | 135 | 109 |
Avg Bars in Losers | 75 | 79 | 72 | 75 | 79 | 72 |
Bars Traded | 24659 | 13185 | 11474 | 24659 | 13185 | 11474 |
Profit Streak | 21.4672 | 22.0297 | 21.4672 | 21.4672 | 22.0297 | 21.4672 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334193 | 228962 | 234981 | -57158 | -116102 | -135640 |
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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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