Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191379.8748 | 97099.8313 | 94280.0434 | 338728.7581 | 183300.1365 | 155428.6216 |
Total P&L (%) | 191.3799 | 97.0998 | 94.28 | 338.7288 | 183.3001 | 155.4286 |
Avg Daily Profit (%) | 0.3675 | 0.1864 | 0.181 | 0.2843 | 0.2001 | 0.1802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47059 | -46342 | -34400 | -86556 | -85002 | -54411 |
Profit Factor | 1.4801 | 1.4884 | 1.4717 | 1.4841 | 1.5246 | 1.4436 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Profitability (%) | 50.9259 | 51.8519 | 50 | 50.9259 | 51.8519 | 50 |
Ratio Avg Win / Avg Loss | 1.4262 | 1.3821 | 1.4717 | 1.4301 | 1.4157 | 1.4436 |
Largest Winning Trade | 21654 | 16417 | 21654 | 45086 | 45086 | 36214 |
Largest Losing Trade | -28013 | -17113 | -28013 | -43442 | -28174 | -43442 |
Avg Bars in Trades | 114 | 128 | 100 | 114 | 128 | 100 |
Avg Bars in Winners | 122 | 134 | 110 | 122 | 134 | 110 |
Avg Bars in Losers | 105 | 121 | 90 | 105 | 121 | 90 |
Bars Traded | 24709 | 13833 | 10875 | 24709 | 13833 | 10875 |
Profit Streak | 1.0732 | 8.0524 | 0 | 1.0732 | 8.0524 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288954 | 350958 | 279237 | 264253 | 363140 | 272798 |
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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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