Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118719.7877 | 63167.3709 | 55552.4168 | 152989.6019 | 111317.4338 | 41672.1681 |
Total P&L (%) | 118.7198 | 63.1674 | 55.5524 | 152.9896 | 111.3174 | 41.6722 |
Avg Daily Profit (%) | 0.4559 | 0.2426 | 0.2133 | 0.3571 | 0.2877 | 0.1339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52273 | -45723 | -27257 | -51928 | -46503 | -51736 |
Profit Factor | 1.2951 | 1.3044 | 1.2852 | 1.2523 | 1.374 | 1.1349 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 149 | 78 | 71 | 149 | 78 | 71 |
Losing Trades | 140 | 66 | 74 | 140 | 66 | 74 |
Profitability (%) | 51.5571 | 54.1667 | 48.9655 | 51.5571 | 54.1667 | 48.9655 |
Ratio Avg Win / Avg Loss | 1.2169 | 1.1037 | 1.3395 | 1.1766 | 1.1626 | 1.1829 |
Largest Winning Trade | 13493 | 13493 | 12291 | 19061 | 18849 | 19061 |
Largest Losing Trade | -20227 | -20227 | -9983 | -19369 | -19369 | -18980 |
Avg Bars in Trades | 85 | 85 | 85 | 85 | 85 | 85 |
Avg Bars in Winners | 84 | 83 | 85 | 84 | 83 | 85 |
Avg Bars in Losers | 86 | 87 | 85 | 86 | 87 | 85 |
Bars Traded | 24725 | 12306 | 12419 | 24725 | 12306 | 12419 |
Profit Streak | 3.5404 | 7.2904 | 3.5404 | 3.5404 | 7.2904 | 3.5404 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359704 | 296202 | 149501 | 319876 | 341811 | -91109 |
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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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