Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156119.1226 | 80153.5853 | 75965.5373 | 119777.0705 | 77127.1198 | 42649.9508 |
Total P&L (%) | 156.1191 | 80.1536 | 75.9655 | 119.7771 | 77.1271 | 42.65 |
Avg Daily Profit (%) | 0.5995 | 0.3078 | 0.2917 | 0.3028 | 0.2198 | 0.1365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96037 | -69056 | -45731 | -71676 | -56979 | -27065 |
Profit Factor | 1.4964 | 1.4274 | 1.5984 | 1.5757 | 1.5789 | 1.5699 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 59.0476 | 59.0476 | 59.0476 | 59.0476 | 59.0476 | 59.0476 |
Ratio Avg Win / Avg Loss | 1.0378 | 0.99 | 1.1085 | 1.0928 | 1.0951 | 1.0888 |
Largest Winning Trade | 118057 | 118057 | 67913 | 118988 | 118988 | 40764 |
Largest Losing Trade | -30206 | -30206 | -17362 | -30248 | -30248 | -11813 |
Avg Bars in Trades | 116 | 110 | 123 | 116 | 110 | 123 |
Avg Bars in Winners | 81 | 69 | 93 | 81 | 69 | 93 |
Avg Bars in Losers | 167 | 169 | 166 | 167 | 169 | 166 |
Bars Traded | 24567 | 11616 | 12951 | 24567 | 11616 | 12951 |
Profit Streak | 9.5585 | 16.2252 | 9.5585 | 9.5585 | 16.2252 | 9.5585 |
Trades During Streak | 11 | 8 | 5 | 11 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538808 | 320994 | 411930 | 464963 | 387245 | -9933 |
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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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