Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256221.6817 | 206703.9342 | 49517.7475 | 278828.2268 | 260669.2438 | 18158.983 |
Total P&L (%) | 256.2217 | 206.7039 | 49.5177 | 278.8282 | 260.6692 | 18.159 |
Avg Daily Profit (%) | 2.9515 | 2.3811 | 0.5704 | 1.5461 | 1.4887 | 0.1924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69239 | -44598 | -45309 | -79233 | -50182 | -53357 |
Profit Factor | 2.0341 | 2.5888 | 1.4208 | 2.058 | 2.9029 | 1.1435 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 44.5596 | 42.268 | 46.875 | 44.5596 | 42.268 | 46.875 |
Ratio Avg Win / Avg Loss | 2.5308 | 3.5359 | 1.6102 | 2.5605 | 3.965 | 1.2959 |
Largest Winning Trade | 199870 | 199870 | 74836 | 252497 | 252497 | 54074 |
Largest Losing Trade | -10913 | -7782 | -10913 | -16053 | -7247 | -16053 |
Avg Bars in Trades | 128 | 125 | 131 | 128 | 125 | 131 |
Avg Bars in Winners | 137 | 132 | 141 | 137 | 132 | 141 |
Avg Bars in Losers | 121 | 120 | 122 | 121 | 120 | 122 |
Bars Traded | 24778 | 12154 | 12624 | 24778 | 12154 | 12624 |
Profit Streak | 0.5104 | 0.5104 | 1.2291 | 0.5104 | 0.5104 | 1.2291 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445048 | 373333 | 185176 | 402789 | 367269 | -69472 |
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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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