Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128636.2767 | 47373.4449 | 81262.8318 | 93249.3886 | 39392.1049 | 53857.2836 |
Total P&L (%) | 128.6363 | 47.3734 | 81.2628 | 93.2494 | 39.3921 | 53.8573 |
Avg Daily Profit (%) | 0.247 | 0.091 | 0.156 | 0.1266 | 0.0638 | 0.0828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93032 | -66558 | -52684 | -76666 | -40281 | -71932 |
Profit Factor | 1.2426 | 1.173 | 1.3169 | 1.1768 | 1.1439 | 1.2123 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 51.4706 | 50.9804 | 51.9608 | 51.4706 | 50.9804 | 51.9608 |
Ratio Avg Win / Avg Loss | 1.1716 | 1.1279 | 1.2175 | 1.1096 | 1.1 | 1.1208 |
Largest Winning Trade | 28247 | 28247 | 20053 | 32251 | 32251 | 30417 |
Largest Losing Trade | -31709 | -31709 | -26410 | -21195 | -18201 | -21195 |
Avg Bars in Trades | 120 | 124 | 116 | 120 | 124 | 116 |
Avg Bars in Winners | 133 | 134 | 133 | 133 | 134 | 133 |
Avg Bars in Losers | 107 | 115 | 98 | 107 | 115 | 98 |
Bars Traded | 24643 | 12727 | 11916 | 24643 | 12727 | 11916 |
Profit Streak | 0 | 0 | 17.7798 | 0 | 0 | 17.7798 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304035 | -104062 | 299219 | -49364 | -172939 | -83110 |
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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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