Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102303.8065 | 48002.9255 | 54300.8809 | 117602.1862 | 80847.1398 | 36755.0464 |
Total P&L (%) | 102.3038 | 48.0029 | 54.3009 | 117.6022 | 80.8471 | 36.755 |
Avg Daily Profit (%) | 0.3928 | 0.1843 | 0.2085 | 0.299 | 0.2278 | 0.1203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42310 | -53511 | -17189 | -43686 | -52617 | -31297 |
Profit Factor | 1.3601 | 1.3356 | 1.3851 | 1.3266 | 1.4759 | 1.1932 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Losing Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Profitability (%) | 52.381 | 55.9524 | 48.8095 | 52.381 | 55.9524 | 48.8095 |
Ratio Avg Win / Avg Loss | 1.2365 | 1.0514 | 1.4526 | 1.206 | 1.1619 | 1.2514 |
Largest Winning Trade | 22530 | 22530 | 15923 | 29553 | 29553 | 15805 |
Largest Losing Trade | -13897 | -9795 | -13897 | -22336 | -13641 | -22336 |
Avg Bars in Trades | 146 | 163 | 129 | 146 | 163 | 129 |
Avg Bars in Winners | 168 | 154 | 185 | 168 | 154 | 185 |
Avg Bars in Losers | 121 | 173 | 76 | 121 | 173 | 76 |
Bars Traded | 24606 | 13692 | 10913 | 24606 | 13692 | 10913 |
Profit Streak | 6.7209 | 13.3043 | 6.7209 | 6.7209 | 13.3043 | 6.7209 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399154 | 248031 | 207017 | 362898 | 346670 | -44445 |
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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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