Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131855.1852 | 82666.4966 | 49188.6885 | 112851.7993 | 81320.8476 | 31530.9516 |
Total P&L (%) | 131.8552 | 82.6665 | 49.1887 | 112.8518 | 81.3208 | 31.531 |
Avg Daily Profit (%) | 0.2532 | 0.1587 | 0.0944 | 0.1451 | 0.1143 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59211 | -45187 | -39197 | -105504 | -87776 | -58757 |
Profit Factor | 1.2519 | 1.2986 | 1.1994 | 1.1445 | 1.1984 | 1.085 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 50.6787 | 50.9091 | 50.4505 | 50.6787 | 50.9091 | 50.4505 |
Ratio Avg Win / Avg Loss | 1.2183 | 1.2522 | 1.178 | 1.1139 | 1.1556 | 1.0657 |
Largest Winning Trade | 25627 | 25627 | 20592 | 34702 | 34702 | 33399 |
Largest Losing Trade | -21070 | -21070 | -16206 | -41051 | -40123 | -41051 |
Avg Bars in Trades | 111 | 119 | 103 | 111 | 119 | 103 |
Avg Bars in Winners | 113 | 122 | 104 | 113 | 122 | 104 |
Avg Bars in Losers | 109 | 115 | 102 | 109 | 115 | 102 |
Bars Traded | 24641 | 13114 | 11527 | 24641 | 13114 | 11527 |
Profit Streak | 0 | 14.6997 | 0 | 0 | 14.6997 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307478 | 292396 | -70205 | -60129 | -41920 | -253355 |
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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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