Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91861.7709 | 43596.1245 | 48265.6464 | 116526.0917 | 53017.5745 | 63508.5172 |
Total P&L (%) | 91.8618 | 43.5961 | 48.2656 | 116.5261 | 53.0176 | 63.5085 |
Avg Daily Profit (%) | 0.3527 | 0.1674 | 0.1853 | 0.2971 | 0.1635 | 0.189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26017 | -21405 | -22694 | -50146 | -33803 | -38064 |
Profit Factor | 1.3864 | 1.3581 | 1.4161 | 1.3121 | 1.276 | 1.3503 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 181 | 96 | 85 | 181 | 96 | 85 |
Losing Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Profitability (%) | 66.7897 | 70.5882 | 62.963 | 66.7897 | 70.5882 | 62.963 |
Ratio Avg Win / Avg Loss | 0.6894 | 0.5659 | 0.833 | 0.6524 | 0.5317 | 0.7943 |
Largest Winning Trade | 9617 | 9617 | 7979 | 15351 | 15351 | 10587 |
Largest Losing Trade | -14701 | -14231 | -14701 | -24473 | -24473 | -24104 |
Avg Bars in Trades | 89 | 88 | 90 | 89 | 88 | 90 |
Avg Bars in Winners | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Losers | 161 | 168 | 156 | 161 | 168 | 156 |
Bars Traded | 24307 | 12058 | 12249 | 24307 | 12058 | 12249 |
Profit Streak | 3.0511 | 3.0511 | 10.3115 | 3.0511 | 3.0511 | 10.3115 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339535 | 150901 | 243402 | 306068 | 159370 | 268031 |
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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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