Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310703.0243 | 205674.1793 | 105028.845 | 794385.3637 | 470814.6775 | 323570.6862 |
Total P&L (%) | 310.703 | 205.6742 | 105.0288 | 794.3854 | 470.8147 | 323.5707 |
Avg Daily Profit (%) | 0.5966 | 0.3949 | 0.2017 | 0.4216 | 0.335 | 0.2775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56709 | -35508 | -55561 | -418645 | -335132 | -342550 |
Profit Factor | 1.5291 | 1.7783 | 1.3252 | 1.3037 | 1.3639 | 1.2448 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Losing Trades | 131 | 69 | 62 | 131 | 69 | 62 |
Profitability (%) | 49.0272 | 46.5116 | 51.5625 | 49.0272 | 46.5116 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.5898 | 2.045 | 1.2449 | 1.3554 | 1.5684 | 1.1694 |
Largest Winning Trade | 48460 | 48460 | 26698 | 194787 | 194787 | 120134 |
Largest Losing Trade | -36164 | -15795 | -36164 | -119491 | -119491 | -103505 |
Avg Bars in Trades | 94 | 83 | 105 | 94 | 83 | 105 |
Avg Bars in Winners | 110 | 105 | 115 | 110 | 105 | 115 |
Avg Bars in Losers | 78 | 64 | 94 | 78 | 64 | 94 |
Bars Traded | 24265 | 10784 | 13481 | 24265 | 10784 | 13481 |
Profit Streak | 8.1928 | 8.2344 | 8.1928 | 8.1928 | 8.2344 | 8.1928 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560116 | 419387 | 286757 | 431687 | 336621 | 292428 |
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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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