Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89230.7608 | 29330.1547 | 59900.6062 | 68436.3435 | 1442.092 | 66994.2515 |
Total P&L (%) | 89.2308 | 29.3302 | 59.9006 | 68.4363 | 1.4421 | 66.9943 |
Avg Daily Profit (%) | 0.3426 | 0.1126 | 0.23 | 0.2004 | 0.0055 | 0.1971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52789 | -65024 | -40545 | -101188 | -112233 | -54556 |
Profit Factor | 1.2113 | 1.1285 | 1.3088 | 1.0954 | 1.0037 | 1.2077 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 62.6556 | 60.8333 | 64.4628 | 62.6556 | 60.8333 | 64.4628 |
Ratio Avg Win / Avg Loss | 0.722 | 0.7266 | 0.7215 | 0.6529 | 0.6462 | 0.6658 |
Largest Winning Trade | 15730 | 15730 | 12605 | 20712 | 20712 | 15978 |
Largest Losing Trade | -27077 | -25149 | -27077 | -49355 | -49355 | -35644 |
Avg Bars in Trades | 102 | 107 | 97 | 102 | 107 | 97 |
Avg Bars in Winners | 69 | 64 | 73 | 69 | 64 | 73 |
Avg Bars in Losers | 157 | 173 | 140 | 157 | 173 | 140 |
Bars Traded | 24622 | 12853 | 11769 | 24622 | 12853 | 11769 |
Profit Streak | 3.7865 | 3.7865 | 11.4219 | 3.7865 | 3.7865 | 11.4219 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313430 | -127307 | 269840 | -107791 | -570076 | 254475 |
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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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