Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122194.2227 | 65841.5551 | 56352.6675 | 154593.6884 | 79952.5081 | 74641.1803 |
Total P&L (%) | 122.1942 | 65.8416 | 56.3527 | 154.5937 | 79.9525 | 74.6412 |
Avg Daily Profit (%) | 0.4692 | 0.2528 | 0.2164 | 0.3595 | 0.2259 | 0.2143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41131 | -29207 | -32794 | -88031 | -58031 | -58735 |
Profit Factor | 1.3278 | 1.331 | 1.3241 | 1.2238 | 1.2132 | 1.2364 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 146 | 71 | 75 | 146 | 71 | 75 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 53.4799 | 51.8248 | 55.1471 | 53.4799 | 51.8248 | 55.1471 |
Ratio Avg Win / Avg Loss | 1.155 | 1.2373 | 1.0769 | 1.0645 | 1.1278 | 1.0056 |
Largest Winning Trade | 23794 | 17632 | 23794 | 31321 | 28324 | 31321 |
Largest Losing Trade | -12013 | -12013 | -11971 | -25104 | -25104 | -21360 |
Avg Bars in Trades | 89 | 91 | 88 | 89 | 91 | 88 |
Avg Bars in Winners | 87 | 81 | 92 | 87 | 81 | 92 |
Avg Bars in Losers | 92 | 102 | 82 | 92 | 102 | 82 |
Bars Traded | 24529 | 12553 | 11976 | 24529 | 12553 | 11976 |
Profit Streak | 9.1751 | 10.5605 | 9.1751 | 9.1751 | 10.5605 | 9.1751 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442503 | 300078 | 261852 | 385871 | 275846 | 274693 |
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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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