Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149200.4624 | 75172.7326 | 74027.7298 | 226841.8752 | 149951.5565 | 76890.3187 |
Total P&L (%) | 149.2005 | 75.1727 | 74.0277 | 226.8419 | 149.9516 | 76.8903 |
Avg Daily Profit (%) | 0.5729 | 0.2887 | 0.2843 | 0.4558 | 0.3524 | 0.2193 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44746 | -50917 | -16851 | -90306 | -58570 | -49150 |
Profit Factor | 1.5003 | 1.4701 | 1.5353 | 1.4319 | 1.5493 | 1.3048 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Profitability (%) | 39.8936 | 40.4255 | 39.3617 | 39.8936 | 40.4255 | 39.3617 |
Ratio Avg Win / Avg Loss | 2.2605 | 2.1665 | 2.3652 | 2.1574 | 2.2832 | 2.0101 |
Largest Winning Trade | 36107 | 36107 | 21692 | 55800 | 55800 | 29490 |
Largest Losing Trade | -9398 | -9398 | -7995 | -22156 | -13824 | -22156 |
Avg Bars in Trades | 131 | 137 | 125 | 131 | 137 | 125 |
Avg Bars in Winners | 209 | 193 | 227 | 209 | 193 | 227 |
Avg Bars in Losers | 79 | 99 | 59 | 79 | 99 | 59 |
Bars Traded | 24679 | 12904 | 11775 | 24679 | 12904 | 11775 |
Profit Streak | 6.45 | 12.0333 | 6.45 | 6.45 | 12.0333 | 6.45 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361840 | 241397 | 209853 | 310738 | 278428 | 139138 |
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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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