Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173048.9182 | 110584.4551 | 62464.4631 | 224460.6021 | 179312.9721 | 45147.6301 |
Total P&L (%) | 173.0489 | 110.5845 | 62.4645 | 224.4606 | 179.313 | 45.1476 |
Avg Daily Profit (%) | 0.3323 | 0.2123 | 0.1199 | 0.2262 | 0.1974 | 0.0716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71113 | -55322 | -51894 | -129420 | -67796 | -125774 |
Profit Factor | 1.3618 | 1.5195 | 1.2354 | 1.3112 | 1.6494 | 1.1014 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Profitability (%) | 51.8868 | 52.8302 | 50.9434 | 51.8868 | 52.8302 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.2628 | 1.3567 | 1.1896 | 1.2158 | 1.4727 | 1.0606 |
Largest Winning Trade | 26363 | 19551 | 26363 | 40575 | 40575 | 31191 |
Largest Losing Trade | -27873 | -27873 | -22391 | -88844 | -29840 | -88844 |
Avg Bars in Trades | 116 | 121 | 111 | 116 | 121 | 111 |
Avg Bars in Winners | 118 | 117 | 118 | 118 | 117 | 118 |
Avg Bars in Losers | 114 | 125 | 104 | 114 | 125 | 104 |
Bars Traded | 24679 | 12841 | 11838 | 24679 | 12841 | 11838 |
Profit Streak | 5.9506 | 6.2631 | 5.9506 | 5.9506 | 6.2631 | 5.9506 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402090 | 337358 | -33729 | 358322 | 353918 | -208149 |
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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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