Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171996.8815 | 77248.3351 | 94748.5464 | 295143.6052 | 141746.4343 | 153397.1709 |
Total P&L (%) | 171.9969 | 77.2483 | 94.7485 | 295.1436 | 141.7464 | 153.3972 |
Avg Daily Profit (%) | 0.6605 | 0.2966 | 0.3638 | 0.529 | 0.3395 | 0.3577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65679 | -67846 | -31817 | -59640 | -45620 | -34252 |
Profit Factor | 1.4616 | 1.404 | 1.5222 | 1.8127 | 1.7603 | 1.868 |
Total Trades | 239 | 119 | 120 | 239 | 119 | 120 |
Winning Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Losing Trades | 133 | 63 | 70 | 133 | 63 | 70 |
Profitability (%) | 44.3515 | 47.0588 | 41.6667 | 44.3515 | 47.0588 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.8338 | 1.5795 | 2.1311 | 2.2745 | 1.9804 | 2.6152 |
Largest Winning Trade | 26648 | 21674 | 26648 | 47055 | 47055 | 41511 |
Largest Losing Trade | -11733 | -11733 | -9052 | -18263 | -18263 | -14767 |
Avg Bars in Trades | 102 | 106 | 98 | 102 | 106 | 98 |
Avg Bars in Winners | 146 | 143 | 150 | 146 | 143 | 150 |
Avg Bars in Losers | 66 | 72 | 61 | 66 | 72 | 61 |
Bars Traded | 24465 | 12630 | 11835 | 24465 | 12630 | 11835 |
Profit Streak | 6.6463 | 0 | 10.4276 | 6.6463 | 0 | 10.4276 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435081 | 270008 | 280854 | 439880 | 337466 | 314696 |
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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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