Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114518.1083 | 67409.4079 | 47108.7005 | 84364.7049 | 108648.0533 | -24283.3484 |
Total P&L (%) | 114.5181 | 67.4094 | 47.1087 | 84.3647 | 108.6481 | -24.2833 |
Avg Daily Profit (%) | 0.4397 | 0.2588 | 0.1809 | 0.2352 | 0.2828 | -0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105224 | -38797 | -81586 | -218973 | -79894 | -164177 |
Profit Factor | 1.3259 | 1.4236 | 1.2451 | 1.1445 | 1.4608 | 0.9302 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 55.6122 | 56.1224 | 55.102 | 55.6122 | 56.1224 | 55.102 |
Ratio Avg Win / Avg Loss | 1.0583 | 1.113 | 1.0145 | 0.9135 | 1.1421 | 0.758 |
Largest Winning Trade | 36667 | 27729 | 36667 | 40025 | 40025 | 38726 |
Largest Losing Trade | -43931 | -27460 | -43931 | -72387 | -28561 | -72387 |
Avg Bars in Trades | 125 | 122 | 127 | 125 | 122 | 127 |
Avg Bars in Winners | 100 | 105 | 95 | 100 | 105 | 95 |
Avg Bars in Losers | 156 | 144 | 167 | 156 | 144 | 167 |
Bars Traded | 24518 | 11991 | 12527 | 24518 | 11991 | 12527 |
Profit Streak | 3.0717 | 3.0717 | 7.0509 | 3.0717 | 3.0717 | 7.0509 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347434 | 245346 | 206682 | -55591 | 267135 | -580652 |
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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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