Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213168.3028 | 147281.9702 | 65886.3326 | 233478.5796 | 180801.9042 | 52676.6753 |
Total P&L (%) | 213.1683 | 147.282 | 65.8863 | 233.4786 | 180.8019 | 52.6767 |
Avg Daily Profit (%) | 2.4556 | 1.6966 | 0.759 | 1.3971 | 1.1965 | 0.4886 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69923 | -37326 | -43451 | -70033 | -36737 | -43948 |
Profit Factor | 1.9464 | 2.8124 | 1.4576 | 2.079 | 3.3473 | 1.378 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Losing Trades | 146 | 68 | 78 | 146 | 68 | 78 |
Profitability (%) | 45.5224 | 49.2537 | 41.791 | 45.5224 | 49.2537 | 41.791 |
Ratio Avg Win / Avg Loss | 2.3293 | 2.8976 | 2.0303 | 2.488 | 3.4487 | 1.9194 |
Largest Winning Trade | 166967 | 166967 | 69677 | 199200 | 199200 | 48992 |
Largest Losing Trade | -6927 | -4481 | -6927 | -8559 | -4511 | -8559 |
Avg Bars in Trades | 92 | 47 | 137 | 92 | 47 | 137 |
Avg Bars in Winners | 103 | 53 | 162 | 103 | 53 | 162 |
Avg Bars in Losers | 83 | 41 | 119 | 83 | 41 | 119 |
Bars Traded | 24765 | 6380 | 18385 | 24765 | 6380 | 18385 |
Profit Streak | 2.9041 | 2.9041 | 3.3624 | 2.9041 | 2.9041 | 3.3624 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549000 | 574752 | 325124 | 525136 | 596284 | 192726 |
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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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