Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127160.2395 | 63825.1152 | 63335.1242 | 103595.3258 | 35059.4298 | 68535.8959 |
Total P&L (%) | 127.1602 | 63.8251 | 63.3351 | 103.5953 | 35.0594 | 68.5359 |
Avg Daily Profit (%) | 0.2487 | 0.1248 | 0.1239 | 0.1391 | 0.0588 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105365 | -73386 | -54277 | -119207 | -86030 | -42892 |
Profit Factor | 1.2514 | 1.238 | 1.2664 | 1.2001 | 1.1215 | 1.2992 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 54.3103 | 50.8621 | 57.7586 | 54.3103 | 50.8621 | 57.7586 |
Ratio Avg Win / Avg Loss | 1.0527 | 1.1961 | 0.9261 | 1.0096 | 1.0835 | 0.9502 |
Largest Winning Trade | 20588 | 20588 | 14948 | 17691 | 15519 | 17691 |
Largest Losing Trade | -30558 | -24856 | -30558 | -33672 | -33119 | -33672 |
Avg Bars in Trades | 103 | 114 | 92 | 103 | 114 | 92 |
Avg Bars in Winners | 96 | 94 | 98 | 96 | 94 | 98 |
Avg Bars in Losers | 112 | 136 | 84 | 112 | 136 | 84 |
Bars Traded | 24073 | 13329 | 10744 | 24073 | 13329 | 10744 |
Profit Streak | 20.5957 | 20.6999 | 0 | 20.5957 | 20.6999 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343836 | -27256 | -29720 | -6080 | -204155 | -58145 |
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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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