Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158660.5945 | 85621.3808 | 73039.2137 | 140705.5828 | 105585.4413 | 35120.1415 |
Total P&L (%) | 158.6606 | 85.6214 | 73.0392 | 140.7056 | 105.5854 | 35.1201 |
Avg Daily Profit (%) | 0.3046 | 0.1644 | 0.1402 | 0.1688 | 0.1385 | 0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65238 | -79735 | -61881 | -102713 | -94956 | -97647 |
Profit Factor | 1.2793 | 1.319 | 1.2437 | 1.1698 | 1.2871 | 1.0762 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 43.0622 | 41.3462 | 44.7619 | 43.0622 | 41.3462 | 44.7619 |
Ratio Avg Win / Avg Loss | 1.6915 | 1.8712 | 1.5348 | 1.5467 | 1.8259 | 1.3281 |
Largest Winning Trade | 40599 | 40599 | 32058 | 45932 | 45932 | 36648 |
Largest Losing Trade | -16521 | -11246 | -16521 | -25792 | -19267 | -25792 |
Avg Bars in Trades | 117 | 120 | 114 | 117 | 120 | 114 |
Avg Bars in Winners | 174 | 178 | 171 | 174 | 178 | 171 |
Avg Bars in Losers | 74 | 80 | 68 | 74 | 80 | 68 |
Bars Traded | 24574 | 12571 | 12003 | 24574 | 12571 | 12003 |
Profit Streak | 14.9795 | 23.1461 | 14.9795 | 14.9795 | 23.1461 | 14.9795 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322506 | 211760 | -6781 | -25906 | -9810 | -256896 |
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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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