Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251472.3751 | 126543.3588 | 124929.0163 | 687772.5271 | 385872.1196 | 301900.4075 |
Total P&L (%) | 251.4724 | 126.5434 | 124.929 | 687.7725 | 385.8721 | 301.9004 |
Avg Daily Profit (%) | 0.4828 | 0.243 | 0.2399 | 0.3971 | 0.304 | 0.2674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26975 | -26131 | -34088 | -129453 | -85863 | -155387 |
Profit Factor | 1.7154 | 1.6538 | 1.7909 | 1.6211 | 1.6818 | 1.5576 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 58.9623 | 60.3774 | 57.5472 | 58.9623 | 60.3774 | 57.5472 |
Ratio Avg Win / Avg Loss | 1.1939 | 1.0853 | 1.3212 | 1.1283 | 1.1037 | 1.1491 |
Largest Winning Trade | 19290 | 19290 | 14611 | 71371 | 71371 | 60507 |
Largest Losing Trade | -26975 | -20862 | -26975 | -129453 | -72903 | -129453 |
Avg Bars in Trades | 114 | 123 | 104 | 114 | 123 | 104 |
Avg Bars in Winners | 99 | 106 | 92 | 99 | 106 | 92 |
Avg Bars in Losers | 135 | 149 | 122 | 135 | 149 | 122 |
Bars Traded | 24198 | 13089 | 11109 | 24198 | 13089 | 11109 |
Profit Streak | 11.6296 | 26.088 | 11.6296 | 11.6296 | 26.088 | 11.6296 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 557608 | 436759 | 413063 | 539674 | 457479 | 398965 |
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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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