Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110351.1455 | 51481.7943 | 58869.3512 | 125757.7778 | 83855.6416 | 41902.1362 |
Total P&L (%) | 110.3511 | 51.4818 | 58.8694 | 125.7578 | 83.8556 | 41.9021 |
Avg Daily Profit (%) | 0.4237 | 0.1977 | 0.2261 | 0.3132 | 0.2341 | 0.1345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62682 | -62179 | -19184 | -55145 | -52764 | -32756 |
Profit Factor | 1.3446 | 1.2975 | 1.3999 | 1.3331 | 1.4226 | 1.234 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Profitability (%) | 45.7399 | 45.9459 | 45.5357 | 45.7399 | 45.9459 | 45.5357 |
Ratio Avg Win / Avg Loss | 1.5951 | 1.5265 | 1.6744 | 1.5815 | 1.6736 | 1.476 |
Largest Winning Trade | 30614 | 30614 | 19466 | 38234 | 38234 | 22517 |
Largest Losing Trade | -11899 | -11899 | -10671 | -19026 | -12534 | -19026 |
Avg Bars in Trades | 109 | 116 | 103 | 109 | 116 | 103 |
Avg Bars in Winners | 149 | 148 | 149 | 149 | 148 | 149 |
Avg Bars in Losers | 76 | 88 | 64 | 76 | 88 | 64 |
Bars Traded | 24479 | 12885 | 11594 | 24479 | 12885 | 11594 |
Profit Streak | 6.4794 | 12.0211 | 6.4794 | 6.4794 | 12.0211 | 6.4794 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370088 | 211899 | 223558 | 333546 | 295060 | -18574 |
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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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