Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118939.9644 | 63693.3554 | 55246.6091 | 161483.0533 | 104223.7012 | 57259.3521 |
Total P&L (%) | 118.94 | 63.6934 | 55.2466 | 161.4831 | 104.2237 | 57.2594 |
Avg Daily Profit (%) | 0.4567 | 0.2446 | 0.2121 | 0.3698 | 0.2746 | 0.174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26984 | -20729 | -35854 | -55208 | -41996 | -73037 |
Profit Factor | 1.475 | 1.6886 | 1.3498 | 1.3484 | 1.6045 | 1.1967 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Losing Trades | 149 | 70 | 79 | 149 | 70 | 79 |
Profitability (%) | 40.6375 | 44.4444 | 36.8 | 40.6375 | 44.4444 | 36.8 |
Ratio Avg Win / Avg Loss | 2.1546 | 2.1108 | 2.3181 | 1.9697 | 2.0056 | 2.0552 |
Largest Winning Trade | 28332 | 28332 | 21131 | 49560 | 49560 | 30066 |
Largest Losing Trade | -11793 | -4447 | -11793 | -19469 | -9280 | -19469 |
Avg Bars in Trades | 98 | 43 | 153 | 98 | 43 | 153 |
Avg Bars in Winners | 175 | 65 | 308 | 175 | 65 | 308 |
Avg Bars in Losers | 45 | 26 | 62 | 45 | 26 | 62 |
Bars Traded | 24663 | 5501 | 19162 | 24663 | 5501 | 19162 |
Profit Streak | 3.1191 | 9.2337 | 0 | 3.1191 | 9.2337 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 263529 | 322443 | 53621 | 208927 | 330960 | -3271 |
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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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