Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97434.8006 | 35695.6606 | 61739.14 | 86806.946 | 41333.6855 | 45473.2605 |
Total P&L (%) | 97.4348 | 35.6957 | 61.7391 | 86.8069 | 41.3337 | 45.4733 |
Avg Daily Profit (%) | 0.3741 | 0.1371 | 0.2371 | 0.2402 | 0.1329 | 0.144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54519 | -56431 | -36224 | -46098 | -47451 | -28846 |
Profit Factor | 1.2188 | 1.1565 | 1.2843 | 1.2352 | 1.2202 | 1.2507 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 45.5645 | 44.3548 | 46.7742 | 45.5645 | 44.3548 | 46.7742 |
Ratio Avg Win / Avg Loss | 1.4561 | 1.4508 | 1.4614 | 1.4757 | 1.5308 | 1.4232 |
Largest Winning Trade | 20673 | 20673 | 18682 | 19953 | 19953 | 12889 |
Largest Losing Trade | -14976 | -12720 | -14976 | -11570 | -11570 | -11568 |
Avg Bars in Trades | 99 | 102 | 96 | 99 | 102 | 96 |
Avg Bars in Winners | 132 | 136 | 129 | 132 | 136 | 129 |
Avg Bars in Losers | 71 | 75 | 67 | 71 | 75 | 67 |
Bars Traded | 24685 | 12693 | 11992 | 24685 | 12693 | 11992 |
Profit Streak | 8.2692 | 8.2692 | 8.8421 | 8.2692 | 8.2692 | 8.8421 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305104 | -63761 | 202253 | 267513 | -19647 | -4472 |
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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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