Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164670.7913 | 106850.1804 | 57820.6108 | 199145.7634 | 165128.5243 | 34017.2391 |
Total P&L (%) | 164.6708 | 106.8502 | 57.8206 | 199.1458 | 165.1285 | 34.0172 |
Avg Daily Profit (%) | 0.3162 | 0.2052 | 0.111 | 0.2106 | 0.1874 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79417 | -39110 | -59520 | -202171 | -107318 | -146038 |
Profit Factor | 1.2826 | 1.388 | 1.1881 | 1.1877 | 1.3406 | 1.0591 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Losing Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Profitability (%) | 47.5 | 47.8571 | 47.1429 | 47.5 | 47.8571 | 47.1429 |
Ratio Avg Win / Avg Loss | 1.4176 | 1.5123 | 1.3322 | 1.3128 | 1.4606 | 1.1874 |
Largest Winning Trade | 27825 | 22172 | 27825 | 46663 | 38839 | 46663 |
Largest Losing Trade | -21937 | -21937 | -14173 | -48355 | -48355 | -45498 |
Avg Bars in Trades | 88 | 87 | 88 | 88 | 87 | 88 |
Avg Bars in Winners | 112 | 98 | 125 | 112 | 98 | 125 |
Avg Bars in Losers | 66 | 78 | 54 | 66 | 78 | 54 |
Bars Traded | 24640 | 12313 | 12327 | 24640 | 12313 | 12327 |
Profit Streak | 5.1885 | 13.3969 | 5.1885 | 5.1885 | 13.3969 | 5.1885 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349083 | 335277 | -60314 | -5189 | 279381 | -277282 |
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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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