Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160946.0022 | 59142.4523 | 101803.5498 | 155395.1171 | 78722.7489 | 76672.3682 |
Total P&L (%) | 160.946 | 59.1425 | 101.8036 | 155.3951 | 78.7227 | 76.6724 |
Avg Daily Profit (%) | 0.309 | 0.1136 | 0.1955 | 0.1802 | 0.1116 | 0.1093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93337 | -27986 | -88588 | -232572 | -93167 | -163535 |
Profit Factor | 1.409 | 1.3685 | 1.437 | 1.1926 | 1.2306 | 1.1647 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Profitability (%) | 55.6604 | 56.6038 | 54.717 | 55.6604 | 56.6038 | 54.717 |
Ratio Avg Win / Avg Loss | 1.1225 | 1.0492 | 1.1892 | 0.95 | 0.9435 | 0.9639 |
Largest Winning Trade | 29840 | 12525 | 29840 | 42750 | 35135 | 42750 |
Largest Losing Trade | -53120 | -12910 | -53120 | -110215 | -45433 | -110215 |
Avg Bars in Trades | 115 | 64 | 166 | 115 | 64 | 166 |
Avg Bars in Winners | 104 | 58 | 152 | 104 | 58 | 152 |
Avg Bars in Losers | 128 | 71 | 182 | 128 | 71 | 182 |
Bars Traded | 24441 | 6812 | 17629 | 24441 | 6812 | 17629 |
Profit Streak | 9.0245 | 0 | 10.1704 | 9.0245 | 0 | 10.1704 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404849 | -41606 | 337520 | -949 | -46063 | -87180 |
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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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