Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155112.8921 | 81652.736 | 73460.1561 | 272130.0342 | 175546.6412 | 96583.3929 |
Total P&L (%) | 155.1129 | 81.6527 | 73.4602 | 272.13 | 175.5466 | 96.5834 |
Avg Daily Profit (%) | 0.5956 | 0.3135 | 0.2821 | 0.5059 | 0.39 | 0.2599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31129 | -16245 | -36968 | -70450 | -27355 | -92933 |
Profit Factor | 1.5501 | 1.752 | 1.4237 | 1.4333 | 1.745 | 1.2461 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 51.6129 | 51.3761 | 51.8519 | 51.6129 | 51.3761 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.4532 | 1.6581 | 1.322 | 1.3437 | 1.6515 | 1.1571 |
Largest Winning Trade | 18385 | 12640 | 18385 | 40952 | 20665 | 40952 |
Largest Losing Trade | -14790 | -6101 | -14790 | -32481 | -13751 | -32481 |
Avg Bars in Trades | 113 | 44 | 184 | 113 | 44 | 184 |
Avg Bars in Winners | 141 | 48 | 234 | 141 | 48 | 234 |
Avg Bars in Losers | 84 | 40 | 130 | 84 | 40 | 130 |
Bars Traded | 24733 | 4835 | 19898 | 24733 | 4835 | 19898 |
Profit Streak | 0.5715 | 1.4048 | 0 | 0.5715 | 1.4048 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330645 | 296382 | 278650 | 277318 | 319416 | 232744 |
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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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