Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154502.8641 | 51302.4487 | 103200.4154 | 238971.5882 | 144625.4689 | 94346.1193 |
Total P&L (%) | 154.5029 | 51.3024 | 103.2004 | 238.9716 | 144.6255 | 94.3461 |
Avg Daily Profit (%) | 0.5933 | 0.197 | 0.3963 | 0.4699 | 0.3441 | 0.2555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42008 | -43781 | -29078 | -160808 | -63886 | -111752 |
Profit Factor | 1.4198 | 1.2732 | 1.5724 | 1.2902 | 1.3737 | 1.2162 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 138 | 70 | 68 | 138 | 70 | 68 |
Profitability (%) | 44.5783 | 44 | 45.1613 | 44.5783 | 44 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.7652 | 1.6205 | 1.9094 | 1.6041 | 1.7483 | 1.4768 |
Largest Winning Trade | 24298 | 24298 | 24077 | 69776 | 69776 | 41590 |
Largest Losing Trade | -11264 | -9763 | -11264 | -48467 | -20696 | -48467 |
Avg Bars in Trades | 99 | 103 | 95 | 99 | 103 | 95 |
Avg Bars in Winners | 142 | 145 | 139 | 142 | 145 | 139 |
Avg Bars in Losers | 65 | 71 | 59 | 65 | 71 | 59 |
Bars Traded | 24831 | 12986 | 11845 | 24831 | 12986 | 11845 |
Profit Streak | 1.5493 | 2.1326 | 0 | 1.5493 | 2.1326 | 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 | 296515 | 53113 | 311629 | 230036 | 165347 | 149937 |
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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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