Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80805.8053 | 40167.3799 | 40638.4254 | 62087.2783 | 30617.0706 | 31470.2077 |
Total P&L (%) | 80.8058 | 40.1674 | 40.6384 | 62.0873 | 30.6171 | 31.4702 |
Avg Daily Profit (%) | 0.3103 | 0.1542 | 0.1561 | 0.1856 | 0.1026 | 0.1051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65081 | -33293 | -47874 | -98146 | -44008 | -77747 |
Profit Factor | 1.2544 | 1.2596 | 1.2495 | 1.1359 | 1.14 | 1.1321 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 68.0365 | 64.5455 | 71.5596 | 68.0365 | 64.5455 | 71.5596 |
Ratio Avg Win / Avg Loss | 0.5893 | 0.6919 | 0.4966 | 0.5336 | 0.6262 | 0.45 |
Largest Winning Trade | 13345 | 13345 | 7305 | 12861 | 12861 | 10715 |
Largest Losing Trade | -36452 | -24827 | -36452 | -63029 | -29396 | -63029 |
Avg Bars in Trades | 112 | 117 | 106 | 112 | 117 | 106 |
Avg Bars in Winners | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Losers | 200 | 202 | 198 | 200 | 202 | 198 |
Bars Traded | 24558 | 12922 | 11636 | 24558 | 12922 | 11636 |
Profit Streak | 5.9822 | 5.9822 | 13.3156 | 5.9822 | 5.9822 | 13.3156 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375703 | 165287 | 222011 | -62023 | -125886 | -129493 |
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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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