Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129906.1888 | 50725.7488 | 79180.4401 | 103035.1899 | 49032.7564 | 54002.4335 |
Total P&L (%) | 129.9062 | 50.7257 | 79.1804 | 103.0352 | 49.0328 | 54.0024 |
Avg Daily Profit (%) | 0.2494 | 0.0974 | 0.152 | 0.1361 | 0.0766 | 0.0829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69387 | -47597 | -60706 | -64994 | -42054 | -43743 |
Profit Factor | 1.2456 | 1.1835 | 1.3137 | 1.1954 | 1.1769 | 1.2157 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 51.7094 | 49.5727 | 53.8462 | 51.7094 | 49.5727 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.1633 | 1.2039 | 1.126 | 1.1163 | 1.1972 | 1.042 |
Largest Winning Trade | 27891 | 27891 | 17391 | 31953 | 31953 | 26164 |
Largest Losing Trade | -25426 | -25426 | -23983 | -27506 | -20548 | -27506 |
Avg Bars in Trades | 104 | 116 | 93 | 104 | 116 | 93 |
Avg Bars in Winners | 106 | 119 | 94 | 106 | 119 | 94 |
Avg Bars in Losers | 102 | 112 | 91 | 102 | 112 | 91 |
Bars Traded | 24471 | 13577 | 10894 | 24471 | 13577 | 10894 |
Profit Streak | 7.346 | 7.7835 | 0 | 7.346 | 7.7835 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336699 | -83258 | 254351 | -15464 | -118230 | -84030 |
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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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