Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107461.1351 | 55299.389 | 52161.7461 | 140241.6896 | 67973.1612 | 72268.5283 |
Total P&L (%) | 107.4611 | 55.2994 | 52.1617 | 140.2417 | 67.9732 | 72.2685 |
Avg Daily Profit (%) | 0.4126 | 0.2123 | 0.2003 | 0.3371 | 0.1994 | 0.2091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29547 | -26784 | -18765 | -43383 | -30825 | -27928 |
Profit Factor | 1.4021 | 1.3539 | 1.4699 | 1.3944 | 1.3397 | 1.4647 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 58.5062 | 57.8512 | 59.1667 | 58.5062 | 57.8512 | 59.1667 |
Ratio Avg Win / Avg Loss | 0.9944 | 0.9864 | 1.0145 | 0.9889 | 0.9761 | 1.0108 |
Largest Winning Trade | 14489 | 14489 | 7046 | 13350 | 13350 | 12774 |
Largest Losing Trade | -26784 | -26784 | -9619 | -23970 | -23970 | -13631 |
Avg Bars in Trades | 101 | 96 | 106 | 101 | 96 | 106 |
Avg Bars in Winners | 87 | 83 | 90 | 87 | 83 | 90 |
Avg Bars in Losers | 122 | 114 | 131 | 122 | 114 | 131 |
Bars Traded | 24568 | 11730 | 12838 | 24568 | 11730 | 12838 |
Profit Streak | 1.6783 | 4.1575 | 0 | 1.6783 | 4.1575 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 255162 | 205513 | 256108 | 230218 | 228799 | 300459 |
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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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