Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81535.7592 | 51837.7994 | 29697.9597 | 85373.4421 | 52664.5105 | 32708.9316 |
Total P&L (%) | 81.5358 | 51.8378 | 29.698 | 85.3734 | 52.6645 | 32.7089 |
Avg Daily Profit (%) | 0.3131 | 0.1991 | 0.114 | 0.2373 | 0.1626 | 0.1087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65905 | -23669 | -46059 | -52138 | -20029 | -36713 |
Profit Factor | 1.3331 | 1.4448 | 1.2315 | 1.3652 | 1.4744 | 1.2665 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 62.1495 | 63.5514 | 60.7477 | 62.1495 | 63.5514 | 60.7477 |
Ratio Avg Win / Avg Loss | 0.8119 | 0.8287 | 0.7958 | 0.8315 | 0.8456 | 0.8184 |
Largest Winning Trade | 8802 | 8802 | 7983 | 10200 | 10200 | 9799 |
Largest Losing Trade | -23590 | -19320 | -23590 | -23025 | -13781 | -23025 |
Avg Bars in Trades | 115 | 113 | 117 | 115 | 113 | 117 |
Avg Bars in Winners | 77 | 79 | 75 | 77 | 79 | 75 |
Avg Bars in Losers | 177 | 172 | 182 | 177 | 172 | 182 |
Bars Traded | 24721 | 12123 | 12598 | 24721 | 12123 | 12598 |
Profit Streak | 0 | 0 | 11.4488 | 0 | 0 | 11.4488 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306233 | 208667 | -45074 | 289983 | 205926 | -51678 |
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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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