Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191108.0702 | 113836.9532 | 77271.1169 | 280093.8645 | 200017.6199 | 80076.2446 |
Total P&L (%) | 191.1081 | 113.837 | 77.2711 | 280.0939 | 200.0176 | 80.0762 |
Avg Daily Profit (%) | 2.2015 | 1.3113 | 0.8901 | 1.55 | 1.2736 | 0.6799 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40158 | -24023 | -22545 | -51517 | -30553 | -27772 |
Profit Factor | 2.1486 | 2.3343 | 1.9531 | 2.4746 | 3.049 | 1.8673 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 48.6275 | 46.0938 | 51.1811 | 48.6275 | 46.0938 | 51.1811 |
Ratio Avg Win / Avg Loss | 2.2699 | 2.7299 | 1.863 | 2.6143 | 3.5657 | 1.7811 |
Largest Winning Trade | 113357 | 113357 | 64570 | 201944 | 201944 | 69898 |
Largest Losing Trade | -7743 | -4881 | -7743 | -10565 | -5849 | -10565 |
Avg Bars in Trades | 96 | 101 | 90 | 96 | 101 | 90 |
Avg Bars in Winners | 120 | 141 | 100 | 120 | 141 | 100 |
Avg Bars in Losers | 73 | 68 | 79 | 73 | 68 | 79 |
Bars Traded | 24538 | 13036 | 11502 | 24538 | 13036 | 11502 |
Profit Streak | 1.2662 | 1.2662 | 1.8704 | 1.2662 | 1.2662 | 1.8704 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524617 | 415044 | 460088 | 526911 | 453517 | 414353 |
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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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