Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84690.9355 | 50988.2808 | 33702.6547 | 99956.6956 | 64496.0509 | 35460.6447 |
Total P&L (%) | 84.6909 | 50.9883 | 33.7027 | 99.9567 | 64.4961 | 35.4606 |
Avg Daily Profit (%) | 0.3252 | 0.1958 | 0.1294 | 0.2664 | 0.1913 | 0.1166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32649 | -24306 | -22240 | -53100 | -29846 | -33473 |
Profit Factor | 1.3473 | 1.4336 | 1.2669 | 1.298 | 1.4033 | 1.202 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 158 | 85 | 73 | 158 | 85 | 73 |
Losing Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Profitability (%) | 70.2222 | 75.8929 | 64.6018 | 70.2222 | 75.8929 | 64.6018 |
Ratio Avg Win / Avg Loss | 0.5713 | 0.4554 | 0.6942 | 0.5504 | 0.4458 | 0.6586 |
Largest Winning Trade | 11682 | 11682 | 7959 | 15321 | 15321 | 8760 |
Largest Losing Trade | -16737 | -16737 | -13616 | -19883 | -16107 | -19883 |
Avg Bars in Trades | 108 | 100 | 116 | 108 | 100 | 116 |
Avg Bars in Winners | 65 | 66 | 63 | 65 | 66 | 63 |
Avg Bars in Losers | 212 | 210 | 214 | 212 | 210 | 214 |
Bars Traded | 24524 | 11305 | 13219 | 24524 | 11305 | 13219 |
Profit Streak | 4.9152 | 11.561 | 4.9152 | 4.9152 | 11.561 | 4.9152 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411141 | 329122 | -23042 | 382216 | 353503 | -40351 |
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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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