Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161028.0406 | 77845.1221 | 83182.9186 | 248467.0486 | 160424.4438 | 88042.6048 |
Total P&L (%) | 161.028 | 77.8451 | 83.1829 | 248.467 | 160.4244 | 88.0426 |
Avg Daily Profit (%) | 0.6183 | 0.2989 | 0.3194 | 0.4805 | 0.3682 | 0.2428 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34256 | -34949 | -23102 | -72706 | -74631 | -55526 |
Profit Factor | 1.3579 | 1.3531 | 1.3625 | 1.283 | 1.37 | 1.1981 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Profitability (%) | 44.1935 | 43.871 | 44.5161 | 44.1935 | 43.871 | 44.5161 |
Ratio Avg Win / Avg Loss | 1.7147 | 1.7312 | 1.6982 | 1.6201 | 1.7527 | 1.4933 |
Largest Winning Trade | 27616 | 22782 | 27616 | 43573 | 43573 | 28146 |
Largest Losing Trade | -17356 | -10005 | -17356 | -21801 | -15900 | -21801 |
Avg Bars in Trades | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Winners | 114 | 114 | 114 | 114 | 114 | 114 |
Avg Bars in Losers | 52 | 52 | 52 | 52 | 52 | 52 |
Bars Traded | 24821 | 12400 | 12421 | 24821 | 12400 | 12421 |
Profit Streak | 1.5081 | 1.5081 | 2.0185 | 1.5081 | 1.5081 | 2.0185 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310118 | 142436 | 176035 | 251231 | 167469 | 2137 |
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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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