Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242637.8307 | 143131.3698 | 99506.4609 | 553039.4063 | 359467.3738 | 193572.0325 |
Total P&L (%) | 242.6378 | 143.1314 | 99.5065 | 553.0394 | 359.4674 | 193.572 |
Avg Daily Profit (%) | 0.4659 | 0.2748 | 0.1911 | 0.3609 | 0.2932 | 0.207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42542 | -32257 | -29646 | -211863 | -153254 | -160630 |
Profit Factor | 1.4703 | 1.5312 | 1.4036 | 1.3083 | 1.4041 | 1.2141 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 139 | 72 | 67 | 139 | 72 | 67 |
Profitability (%) | 43.4959 | 41.4634 | 45.5285 | 43.4959 | 41.4634 | 45.5285 |
Ratio Avg Win / Avg Loss | 1.91 | 2.1617 | 1.6794 | 1.6996 | 1.9822 | 1.4526 |
Largest Winning Trade | 25599 | 25599 | 18099 | 99284 | 99284 | 76087 |
Largest Losing Trade | -16773 | -10507 | -16773 | -52026 | -52026 | -49023 |
Avg Bars in Trades | 100 | 103 | 97 | 100 | 103 | 97 |
Avg Bars in Winners | 145 | 151 | 139 | 145 | 151 | 139 |
Avg Bars in Losers | 65 | 68 | 62 | 65 | 68 | 62 |
Bars Traded | 24706 | 12672 | 12034 | 24706 | 12672 | 12034 |
Profit Streak | 4.6319 | 22.5902 | 0 | 4.6319 | 22.5902 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384791 | 295858 | 246155 | 331881 | 273546 | 169366 |
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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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