Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211855.0115 | 98000.9078 | 113854.1037 | 362762.7056 | 167159.2291 | 195603.4765 |
Total P&L (%) | 211.855 | 98.0009 | 113.8541 | 362.7627 | 167.1592 | 195.6035 |
Avg Daily Profit (%) | 0.4068 | 0.1882 | 0.2186 | 0.2946 | 0.1889 | 0.2083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56848 | -50905 | -32209 | -202398 | -115743 | -143828 |
Profit Factor | 1.4611 | 1.4168 | 1.5074 | 1.3219 | 1.2941 | 1.3502 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 95 | 40 | 55 | 95 | 40 | 55 |
Losing Trades | 122 | 69 | 53 | 122 | 69 | 53 |
Profitability (%) | 43.7788 | 36.6972 | 50.9259 | 43.7788 | 36.6972 | 50.9259 |
Ratio Avg Win / Avg Loss | 1.8763 | 2.444 | 1.4526 | 1.6976 | 2.2323 | 1.3011 |
Largest Winning Trade | 32717 | 32717 | 30895 | 91200 | 91200 | 54693 |
Largest Losing Trade | -14010 | -14010 | -11542 | -42501 | -37012 | -42501 |
Avg Bars in Trades | 113 | 112 | 115 | 113 | 112 | 115 |
Avg Bars in Winners | 170 | 183 | 161 | 170 | 183 | 161 |
Avg Bars in Losers | 69 | 71 | 67 | 69 | 71 | 67 |
Bars Traded | 24670 | 12231 | 12439 | 24670 | 12231 | 12439 |
Profit Streak | 3.6337 | 3.6337 | 17.2587 | 3.6337 | 3.6337 | 17.2587 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346100 | 103109 | 356187 | 280961 | 76319 | 318421 |
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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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