Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164984.0259 | 100430.9767 | 64553.0492 | 220540.8899 | 174731.4096 | 45809.4803 |
Total P&L (%) | 164.984 | 100.431 | 64.553 | 220.5409 | 174.7314 | 45.8095 |
Avg Daily Profit (%) | 0.3168 | 0.1928 | 0.1239 | 0.2239 | 0.1942 | 0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49273 | -53324 | -36382 | -152762 | -149156 | -122992 |
Profit Factor | 1.3618 | 1.4556 | 1.2741 | 1.1908 | 1.3106 | 1.0772 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 117 | 61 | 56 | 117 | 61 | 56 |
Losing Trades | 125 | 60 | 65 | 125 | 60 | 65 |
Profitability (%) | 48.3471 | 50.4132 | 46.281 | 48.3471 | 50.4132 | 46.281 |
Ratio Avg Win / Avg Loss | 1.455 | 1.4317 | 1.4789 | 1.2722 | 1.2891 | 1.2503 |
Largest Winning Trade | 31344 | 31344 | 23173 | 64119 | 64119 | 57713 |
Largest Losing Trade | -20063 | -20063 | -14596 | -54935 | -54935 | -35710 |
Avg Bars in Trades | 102 | 97 | 106 | 102 | 97 | 106 |
Avg Bars in Winners | 134 | 128 | 141 | 134 | 128 | 141 |
Avg Bars in Losers | 71 | 66 | 76 | 71 | 66 | 76 |
Bars Traded | 24688 | 11817 | 12871 | 24688 | 11817 | 12871 |
Profit Streak | 6.8222 | 8.4264 | 0 | 6.8222 | 8.4264 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353580 | 306649 | -30234 | -2056 | 275191 | -235762 |
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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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