Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105262.8542 | 59763.2631 | 45499.5911 | 133808.8982 | 86463.54 | 47345.3582 |
Total P&L (%) | 105.2629 | 59.7633 | 45.4996 | 133.8089 | 86.4635 | 47.3454 |
Avg Daily Profit (%) | 0.7578 | 0.4302 | 0.3275 | 0.6133 | 0.4495 | 0.2794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52898 | -13400 | -50544 | -93889 | -34138 | -91440 |
Profit Factor | 1.329 | 1.4183 | 1.257 | 1.2605 | 1.3837 | 1.1642 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Losing Trades | 197 | 97 | 100 | 197 | 97 | 100 |
Profitability (%) | 37.8549 | 38.6076 | 37.1069 | 37.8549 | 38.6076 | 37.1069 |
Ratio Avg Win / Avg Loss | 2.1818 | 2.2553 | 2.1304 | 2.0693 | 2.2002 | 1.9733 |
Largest Winning Trade | 19777 | 19777 | 15217 | 35001 | 35001 | 24786 |
Largest Losing Trade | -16546 | -4713 | -16546 | -28486 | -11462 | -28486 |
Avg Bars in Trades | 41 | 39 | 42 | 41 | 39 | 42 |
Avg Bars in Winners | 71 | 70 | 71 | 71 | 70 | 71 |
Avg Bars in Losers | 23 | 20 | 25 | 23 | 20 | 25 |
Bars Traded | 13068 | 6316 | 6752 | 13068 | 6316 | 6752 |
Profit Streak | 137.1498 | 0 | 137.7539 | 137.1498 | 0 | 137.7539 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341414 | 185849 | 70638 | 281891 | 198748 | -37985 |
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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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