Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137539.4992 | 81139.0286 | 56400.4706 | 130120.4242 | 61544.3326 | 68576.0916 |
Total P&L (%) | 137.5395 | 81.139 | 56.4005 | 130.1204 | 61.5443 | 68.5761 |
Avg Daily Profit (%) | 0.2641 | 0.1558 | 0.1083 | 0.1601 | 0.0921 | 0.1003 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53690 | -41716 | -54828 | -92059 | -85967 | -64270 |
Profit Factor | 1.2937 | 1.3353 | 1.2493 | 1.1798 | 1.1613 | 1.2004 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 47.9798 | 48.4848 | 47.4747 | 47.9798 | 48.4848 | 47.4747 |
Ratio Avg Win / Avg Loss | 1.4027 | 1.4188 | 1.3822 | 1.2791 | 1.2338 | 1.3281 |
Largest Winning Trade | 22892 | 22892 | 20004 | 36222 | 32522 | 36222 |
Largest Losing Trade | -31352 | -31352 | -25988 | -37649 | -37649 | -29990 |
Avg Bars in Trades | 122 | 133 | 112 | 122 | 133 | 112 |
Avg Bars in Winners | 142 | 146 | 138 | 142 | 146 | 138 |
Avg Bars in Losers | 104 | 121 | 88 | 104 | 121 | 88 |
Bars Traded | 24322 | 13230 | 11091 | 24322 | 13230 | 11091 |
Profit Streak | 6.619 | 6.744 | 0 | 6.619 | 6.744 | 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 | 309064 | 244139 | -51393 | -15126 | -114443 | -61510 |
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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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