Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200324.1608 | 114755.8377 | 85568.323 | 359172.2799 | 225257.4024 | 133914.8775 |
Total P&L (%) | 200.3242 | 114.7558 | 85.5683 | 359.1723 | 225.2574 | 133.9149 |
Avg Daily Profit (%) | 0.3846 | 0.2203 | 0.1643 | 0.2931 | 0.2267 | 0.1633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48749 | -44298 | -35796 | -282988 | -200184 | -193387 |
Profit Factor | 1.481 | 1.5522 | 1.4101 | 1.2344 | 1.2925 | 1.1757 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Profitability (%) | 46.473 | 45.4545 | 47.5 | 46.473 | 45.4545 | 47.5 |
Ratio Avg Win / Avg Loss | 1.7058 | 1.8626 | 1.5585 | 1.4218 | 1.551 | 1.2995 |
Largest Winning Trade | 38676 | 38676 | 25004 | 97575 | 91705 | 97575 |
Largest Losing Trade | -12653 | -9898 | -12653 | -61821 | -61821 | -49709 |
Avg Bars in Trades | 102 | 98 | 106 | 102 | 98 | 106 |
Avg Bars in Winners | 142 | 140 | 144 | 142 | 140 | 144 |
Avg Bars in Losers | 67 | 63 | 72 | 67 | 63 | 72 |
Bars Traded | 24726 | 11944 | 12782 | 24726 | 11944 | 12782 |
Profit Streak | 6.1881 | 14.7506 | 6.1881 | 6.1881 | 14.7506 | 6.1881 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446529 | 342412 | 291668 | 324117 | 287248 | -20999 |
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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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