Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182981.8785 | 96820.3808 | 86161.4977 | 313275.1285 | 165365.6049 | 147909.5236 |
Total P&L (%) | 182.9819 | 96.8204 | 86.1615 | 313.2751 | 165.3656 | 147.9095 |
Avg Daily Profit (%) | 0.3513 | 0.1859 | 0.1654 | 0.2728 | 0.1876 | 0.1745 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39550 | -36054 | -39177 | -132543 | -124669 | -114741 |
Profit Factor | 1.6701 | 1.6857 | 1.6535 | 1.4072 | 1.4234 | 1.3905 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3918 | 1.4047 | 1.3779 | 1.1726 | 1.1862 | 1.1587 |
Largest Winning Trade | 20133 | 19036 | 20133 | 62951 | 62951 | 51482 |
Largest Losing Trade | -28579 | -22536 | -28579 | -62980 | -40454 | -62980 |
Avg Bars in Trades | 221 | 241 | 201 | 221 | 241 | 201 |
Avg Bars in Winners | 193 | 202 | 183 | 193 | 202 | 183 |
Avg Bars in Losers | 255 | 287 | 222 | 255 | 287 | 222 |
Bars Traded | 24339 | 13273 | 11066 | 24339 | 13273 | 11066 |
Profit Streak | 3.765 | 15.7233 | 0 | 3.765 | 15.7233 | 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 | 390319 | -168966 | -170688 | 318868 | -170197 | -171995 |
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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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