Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168099.2625 | 106689.2322 | 61410.0303 | 220873.4574 | 149526.8944 | 71346.5629 |
Total P&L (%) | 168.0993 | 106.6892 | 61.41 | 220.8735 | 149.5269 | 71.3466 |
Avg Daily Profit (%) | 0.3228 | 0.2048 | 0.1179 | 0.2241 | 0.1757 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51379 | -48197 | -42537 | -115542 | -112697 | -63844 |
Profit Factor | 1.3232 | 1.4048 | 1.2394 | 1.2596 | 1.3454 | 1.1707 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 104 | 51 | 53 | 104 | 51 | 53 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 44.0678 | 43.2203 | 44.9153 | 44.0678 | 43.2203 | 44.9153 |
Ratio Avg Win / Avg Loss | 1.6794 | 1.8455 | 1.52 | 1.5987 | 1.7675 | 1.4358 |
Largest Winning Trade | 25434 | 25434 | 18598 | 53938 | 53938 | 37019 |
Largest Losing Trade | -16099 | -10611 | -16099 | -26104 | -22584 | -26104 |
Avg Bars in Trades | 104 | 106 | 101 | 104 | 106 | 101 |
Avg Bars in Winners | 140 | 141 | 138 | 140 | 141 | 138 |
Avg Bars in Losers | 75 | 80 | 71 | 75 | 80 | 71 |
Bars Traded | 24617 | 12618 | 11999 | 24617 | 12618 | 11999 |
Profit Streak | 4.8866 | 5.5116 | 0 | 4.8866 | 5.5116 | 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 | 323158 | 243287 | -38130 | 278808 | 221264 | -90425 |
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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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