Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84861.7233 | 69650.8554 | 15210.8679 | 61540.9633 | 77838.2484 | -16297.2851 |
Total P&L (%) | 84.8617 | 69.6509 | 15.2109 | 61.541 | 77.8382 | -16.2973 |
Avg Daily Profit (%) | 0.3259 | 0.2675 | 0.0584 | 0.1843 | 0.2213 | -0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41973 | -21045 | -60623 | -77063 | -31494 | -112945 |
Profit Factor | 1.2431 | 1.4378 | 1.0801 | 1.1117 | 1.3213 | 0.9472 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 72.9469 | 70.8738 | 75 | 72.9469 | 70.8738 | 75 |
Ratio Avg Win / Avg Loss | 0.461 | 0.5909 | 0.36 | 0.4123 | 0.543 | 0.3157 |
Largest Winning Trade | 11943 | 11649 | 11943 | 15736 | 13414 | 15736 |
Largest Losing Trade | -36958 | -17764 | -36958 | -70666 | -28456 | -70666 |
Avg Bars in Trades | 117 | 115 | 120 | 117 | 115 | 120 |
Avg Bars in Winners | 66 | 59 | 72 | 66 | 59 | 72 |
Avg Bars in Losers | 257 | 253 | 262 | 257 | 253 | 262 |
Bars Traded | 24396 | 11913 | 12483 | 24396 | 11913 | 12483 |
Profit Streak | 8.4724 | 15.4515 | 8.4724 | 8.4724 | 15.4515 | 8.4724 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396983 | 370275 | -256153 | -88093 | 331275 | -577808 |
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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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