Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75520.0297 | 49185.7603 | 26334.2694 | 72900.7033 | 44804.3638 | 28096.3395 |
Total P&L (%) | 75.52 | 49.1858 | 26.3343 | 72.9007 | 44.8044 | 28.0963 |
Avg Daily Profit (%) | 0.29 | 0.1889 | 0.1011 | 0.2105 | 0.1423 | 0.0951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43080 | -25472 | -37576 | -45033 | -34670 | -41312 |
Profit Factor | 1.2454 | 1.3185 | 1.1717 | 1.2212 | 1.2728 | 1.1699 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Losing Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Profitability (%) | 51.3725 | 53.5433 | 49.2188 | 51.3725 | 53.5433 | 49.2188 |
Ratio Avg Win / Avg Loss | 1.1788 | 1.144 | 1.2089 | 1.1559 | 1.1043 | 1.2071 |
Largest Winning Trade | 16775 | 15199 | 16775 | 16882 | 14016 | 16882 |
Largest Losing Trade | -24342 | -24342 | -10472 | -29007 | -29007 | -13363 |
Avg Bars in Trades | 95 | 86 | 104 | 95 | 86 | 104 |
Avg Bars in Winners | 109 | 103 | 116 | 109 | 103 | 116 |
Avg Bars in Losers | 80 | 68 | 92 | 80 | 68 | 92 |
Bars Traded | 24385 | 11038 | 13347 | 24385 | 11038 | 13347 |
Profit Streak | 4.702 | 5.3166 | 4.702 | 4.702 | 5.3166 | 4.702 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347247 | 243577 | -94030 | 317453 | -4553 | -103877 |
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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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