Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125457.5188 | 54509.0626 | 70948.4562 | 161835.6596 | 98603.808 | 63231.8516 |
Total P&L (%) | 125.4575 | 54.5091 | 70.9485 | 161.8357 | 98.6038 | 63.2319 |
Avg Daily Profit (%) | 0.4818 | 0.2093 | 0.2724 | 0.3703 | 0.2638 | 0.1883 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35264 | -23888 | -35649 | -112913 | -73953 | -113044 |
Profit Factor | 1.3452 | 1.2762 | 1.4274 | 1.1785 | 1.2152 | 1.1409 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Profitability (%) | 56.8627 | 58.8235 | 54.902 | 56.8627 | 58.8235 | 54.902 |
Ratio Avg Win / Avg Loss | 1.0205 | 0.8933 | 1.1725 | 0.894 | 0.8507 | 0.9372 |
Largest Winning Trade | 15094 | 13048 | 15094 | 32307 | 32040 | 32307 |
Largest Losing Trade | -16889 | -16889 | -10890 | -39514 | -33083 | -39514 |
Avg Bars in Trades | 120 | 114 | 127 | 120 | 114 | 127 |
Avg Bars in Winners | 113 | 108 | 118 | 113 | 108 | 118 |
Avg Bars in Losers | 130 | 122 | 137 | 130 | 122 | 137 |
Bars Traded | 24666 | 11683 | 12983 | 24666 | 11683 | 12983 |
Profit Streak | 0 | 4.2229 | 0 | 0 | 4.2229 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394257 | 158145 | 290169 | -16259 | 198695 | -61181 |
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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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