Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191261.4849 | 119370.3418 | 71891.1431 | 285576.5034 | 220742.6406 | 64833.8629 |
Total P&L (%) | 191.2615 | 119.3703 | 71.8911 | 285.5765 | 220.7426 | 64.8339 |
Avg Daily Profit (%) | 0.3672 | 0.2292 | 0.138 | 0.2595 | 0.224 | 0.096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50208 | -42868 | -46601 | -154655 | -120123 | -130667 |
Profit Factor | 1.351 | 1.4363 | 1.265 | 1.2334 | 1.3699 | 1.1034 |
Total Trades | 255 | 127 | 128 | 255 | 127 | 128 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Profitability (%) | 40.3922 | 41.7323 | 39.0625 | 40.3922 | 41.7323 | 39.0625 |
Ratio Avg Win / Avg Loss | 1.9937 | 2.0054 | 1.9734 | 1.8201 | 1.9127 | 1.7213 |
Largest Winning Trade | 34209 | 34209 | 22785 | 65097 | 65097 | 57702 |
Largest Losing Trade | -10912 | -10424 | -10912 | -32189 | -28328 | -32189 |
Avg Bars in Trades | 97 | 94 | 99 | 97 | 94 | 99 |
Avg Bars in Winners | 156 | 152 | 161 | 156 | 152 | 161 |
Avg Bars in Losers | 56 | 52 | 60 | 56 | 52 | 60 |
Bars Traded | 24740 | 11993 | 12747 | 24740 | 11993 | 12747 |
Profit Streak | 6.9215 | 8.3174 | 6.9215 | 6.9215 | 8.3174 | 6.9215 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314696 | 236510 | -12134 | 255654 | 220314 | -175182 |
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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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