Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80246.0727 | 52739.1272 | 27506.9456 | 80513.3104 | 54412.8888 | 26100.4216 |
Total P&L (%) | 80.2461 | 52.7391 | 27.5069 | 80.5133 | 54.4129 | 26.1004 |
Avg Daily Profit (%) | 0.3081 | 0.2025 | 0.1056 | 0.2271 | 0.167 | 0.0891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54369 | -26159 | -19476 | -46588 | -26787 | -28338 |
Profit Factor | 1.3062 | 1.3989 | 1.2118 | 1.2724 | 1.3645 | 1.1784 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 71.179 | 73.0435 | 69.2982 | 71.179 | 73.0435 | 69.2982 |
Ratio Avg Win / Avg Loss | 0.5289 | 0.5163 | 0.5369 | 0.5152 | 0.5036 | 0.5221 |
Largest Winning Trade | 13082 | 13082 | 7215 | 13664 | 13664 | 6861 |
Largest Losing Trade | -25598 | -19224 | -25598 | -25960 | -15942 | -25960 |
Avg Bars in Trades | 108 | 105 | 110 | 108 | 105 | 110 |
Avg Bars in Winners | 63 | 66 | 59 | 63 | 66 | 59 |
Avg Bars in Losers | 218 | 211 | 225 | 218 | 211 | 225 |
Bars Traded | 24744 | 12174 | 12570 | 24744 | 12174 | 12570 |
Profit Streak | 2.7149 | 2.7149 | 10.0169 | 2.7149 | 2.7149 | 10.0169 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309804 | 205869 | -55029 | 277426 | 191382 | -101005 |
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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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