Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197669.4652 | 102446.8289 | 95222.6364 | 242285.8914 | 145614.8396 | 96671.0518 |
Total P&L (%) | 197.6695 | 102.4468 | 95.2226 | 242.2859 | 145.6148 | 96.6711 |
Avg Daily Profit (%) | 0.3795 | 0.1967 | 0.1828 | 0.2365 | 0.1727 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60750 | -76852 | -46794 | -110638 | -106602 | -84644 |
Profit Factor | 1.3115 | 1.3396 | 1.2861 | 1.2415 | 1.3085 | 1.182 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 147 | 75 | 72 | 147 | 75 | 72 |
Profitability (%) | 42.8016 | 41.4063 | 44.186 | 42.8016 | 41.4063 | 44.186 |
Ratio Avg Win / Avg Loss | 1.7527 | 1.8957 | 1.6246 | 1.6591 | 1.8517 | 1.493 |
Largest Winning Trade | 38935 | 38935 | 21867 | 46826 | 46826 | 40757 |
Largest Losing Trade | -17633 | -13752 | -17633 | -35371 | -27700 | -35371 |
Avg Bars in Trades | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Winners | 146 | 148 | 144 | 146 | 148 | 144 |
Avg Bars in Losers | 57 | 63 | 51 | 57 | 63 | 51 |
Bars Traded | 24581 | 12644 | 11937 | 24581 | 12644 | 11937 |
Profit Streak | 13.9836 | 13.9836 | 15.0669 | 13.9836 | 13.9836 | 15.0669 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356165 | 198044 | 238140 | 296758 | 183818 | -41888 |
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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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