Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124519.7303 | 22292.8088 | 102226.9215 | 70675.784 | 29149.3053 | 41526.4787 |
Total P&L (%) | 124.5197 | 22.2928 | 102.2269 | 70.6758 | 29.1493 | 41.5265 |
Avg Daily Profit (%) | 0.2391 | 0.0428 | 0.1963 | 0.1027 | 0.0491 | 0.0667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88063 | -70555 | -61110 | -250089 | -119300 | -200617 |
Profit Factor | 1.2054 | 1.0674 | 1.3711 | 1.0666 | 1.0553 | 1.0778 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 51.3274 | 50.4425 | 52.2124 | 51.3274 | 50.4425 | 52.2124 |
Ratio Avg Win / Avg Loss | 1.1431 | 1.0487 | 1.2549 | 1.0114 | 1.0368 | 0.9865 |
Largest Winning Trade | 27706 | 19540 | 27706 | 56393 | 56393 | 41253 |
Largest Losing Trade | -32004 | -32004 | -19846 | -73429 | -51043 | -73429 |
Avg Bars in Trades | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Winners | 90 | 91 | 89 | 90 | 91 | 89 |
Avg Bars in Losers | 128 | 123 | 134 | 128 | 123 | 134 |
Bars Traded | 24678 | 12135 | 12543 | 24678 | 12135 | 12543 |
Profit Streak | 14.8526 | 21.3734 | 14.8526 | 14.8526 | 21.3734 | 14.8526 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352644 | -286782 | 311215 | -200816 | -289523 | -242039 |
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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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