Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102759.7736 | 61750.4926 | 41009.2811 | 71044.4747 | 29577.6252 | 41466.8496 |
Total P&L (%) | 102.7598 | 61.7505 | 41.0093 | 71.0445 | 29.5776 | 41.4669 |
Avg Daily Profit (%) | 0.1973 | 0.1186 | 0.0787 | 0.1031 | 0.0498 | 0.0666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44800 | -66399 | -30425 | -115100 | -144110 | -61189 |
Profit Factor | 1.2217 | 1.198 | 1.2704 | 1.0873 | 1.0532 | 1.1608 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 121 | 54 | 67 | 121 | 54 | 67 |
Losing Trades | 116 | 64 | 52 | 116 | 64 | 52 |
Profitability (%) | 51.0549 | 45.7627 | 56.3025 | 51.0549 | 45.7627 | 56.3025 |
Ratio Avg Win / Avg Loss | 1.1712 | 1.4199 | 0.986 | 1.0424 | 1.2483 | 0.9009 |
Largest Winning Trade | 28413 | 28413 | 10556 | 44150 | 44150 | 16390 |
Largest Losing Trade | -22816 | -22816 | -8659 | -43654 | -43654 | -15613 |
Avg Bars in Trades | 103 | 171 | 37 | 103 | 171 | 37 |
Avg Bars in Winners | 100 | 178 | 36 | 100 | 178 | 36 |
Avg Bars in Losers | 107 | 165 | 37 | 107 | 165 | 37 |
Bars Traded | 24629 | 20224 | 4405 | 24629 | 20224 | 4405 |
Profit Streak | 4.9792 | 5.0417 | 4.9792 | 4.9792 | 5.0417 | 4.9792 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330377 | -39690 | -91010 | -177843 | -293341 | -150669 |
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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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