Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175429.7124 | 112367.2926 | 63062.4198 | 248305.2354 | 217731.4739 | 30573.7615 |
Total P&L (%) | 175.4297 | 112.3673 | 63.0624 | 248.3052 | 217.7315 | 30.5738 |
Avg Daily Profit (%) | 0.3368 | 0.2157 | 0.1211 | 0.2399 | 0.2222 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42023 | -47345 | -45031 | -112992 | -134302 | -136977 |
Profit Factor | 1.3349 | 1.4057 | 1.2555 | 1.1932 | 1.3293 | 1.049 |
Total Trades | 253 | 127 | 126 | 253 | 127 | 126 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Profitability (%) | 45.8498 | 45.6693 | 46.0317 | 45.8498 | 45.6693 | 46.0317 |
Ratio Avg Win / Avg Loss | 1.5766 | 1.6723 | 1.472 | 1.4092 | 1.5814 | 1.2298 |
Largest Winning Trade | 24939 | 24939 | 21360 | 78633 | 78633 | 55026 |
Largest Losing Trade | -11720 | -11720 | -11352 | -34292 | -33096 | -34292 |
Avg Bars in Trades | 96 | 100 | 93 | 96 | 100 | 93 |
Avg Bars in Winners | 126 | 130 | 123 | 126 | 130 | 123 |
Avg Bars in Losers | 71 | 74 | 67 | 71 | 74 | 67 |
Bars Traded | 24467 | 12726 | 11741 | 24467 | 12726 | 11741 |
Profit Streak | 4.3945 | 4.8112 | 0 | 4.3945 | 4.8112 | 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 | 341566 | 275969 | -34347 | -802 | 261145 | -296537 |
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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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