Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90640.9074 | 42933.9067 | 47707.0007 | 110807.7674 | 54220.0789 | 56587.6886 |
Total P&L (%) | 90.6409 | 42.9339 | 47.707 | 110.8078 | 54.2201 | 56.5877 |
Avg Daily Profit (%) | 0.3481 | 0.1649 | 0.1832 | 0.2868 | 0.1665 | 0.1723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28823 | -24976 | -22069 | -49933 | -30324 | -33180 |
Profit Factor | 1.3716 | 1.3609 | 1.3819 | 1.3183 | 1.324 | 1.3131 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 164 | 87 | 77 | 164 | 87 | 77 |
Losing Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Profitability (%) | 70.0855 | 74.359 | 65.812 | 70.0855 | 74.359 | 65.812 |
Ratio Avg Win / Avg Loss | 0.5855 | 0.4693 | 0.7179 | 0.5627 | 0.4565 | 0.6821 |
Largest Winning Trade | 16303 | 11645 | 16303 | 29551 | 16517 | 29551 |
Largest Losing Trade | -14588 | -14278 | -14588 | -18400 | -15828 | -18400 |
Avg Bars in Trades | 105 | 99 | 111 | 105 | 99 | 111 |
Avg Bars in Winners | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Losers | 207 | 209 | 205 | 207 | 209 | 205 |
Bars Traded | 24706 | 11625 | 13081 | 24706 | 11625 | 13081 |
Profit Streak | 2.6004 | 2.6004 | 7.9338 | 2.6004 | 2.6004 | 7.9338 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342285 | 159224 | 249161 | 311706 | 184342 | 253846 |
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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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