Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158162.1399 | 53940.8736 | 104221.2663 | 237398.1189 | 131020.4379 | 106377.681 |
Total P&L (%) | 158.1621 | 53.9409 | 104.2213 | 237.3981 | 131.0204 | 106.3777 |
Avg Daily Profit (%) | 0.6073 | 0.2071 | 0.4002 | 0.4681 | 0.3221 | 0.2786 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39257 | -42396 | -24981 | -122024 | -49792 | -83448 |
Profit Factor | 1.3963 | 1.262 | 1.5395 | 1.3497 | 1.4118 | 1.2949 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Profitability (%) | 46.6942 | 46.281 | 47.1074 | 46.6942 | 46.281 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.594 | 1.4648 | 1.7285 | 1.5408 | 1.6387 | 1.454 |
Largest Winning Trade | 23886 | 21474 | 23886 | 50711 | 50711 | 38722 |
Largest Losing Trade | -18593 | -12320 | -18593 | -40474 | -23308 | -40474 |
Avg Bars in Trades | 102 | 105 | 99 | 102 | 105 | 99 |
Avg Bars in Winners | 136 | 139 | 132 | 136 | 139 | 132 |
Avg Bars in Losers | 72 | 75 | 69 | 72 | 75 | 69 |
Bars Traded | 24722 | 12733 | 11989 | 24722 | 12733 | 11989 |
Profit Streak | 2.3363 | 0 | 2.628 | 2.3363 | 0 | 2.628 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349351 | 121979 | 278668 | 296244 | 268838 | 147452 |
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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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