Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124299.4866 | 62315.3747 | 61984.1119 | 137433.4718 | 79354.0939 | 58079.378 |
Total P&L (%) | 124.2995 | 62.3154 | 61.9841 | 137.4335 | 79.3541 | 58.0794 |
Avg Daily Profit (%) | 0.4773 | 0.2393 | 0.238 | 0.3326 | 0.2246 | 0.176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47121 | -40590 | -48320 | -73511 | -56010 | -79881 |
Profit Factor | 1.2615 | 1.2505 | 1.2735 | 1.1905 | 1.2137 | 1.1658 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 143 | 66 | 77 | 143 | 66 | 77 |
Losing Trades | 153 | 82 | 71 | 153 | 82 | 71 |
Profitability (%) | 48.3108 | 44.5946 | 52.027 | 48.3108 | 44.5946 | 52.027 |
Ratio Avg Win / Avg Loss | 1.3497 | 1.5536 | 1.1743 | 1.2737 | 1.508 | 1.0749 |
Largest Winning Trade | 28655 | 28655 | 21212 | 40874 | 40874 | 23540 |
Largest Losing Trade | -12134 | -10218 | -12134 | -20003 | -15312 | -20003 |
Avg Bars in Trades | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Winners | 99 | 102 | 97 | 99 | 102 | 97 |
Avg Bars in Losers | 68 | 65 | 71 | 68 | 65 | 71 |
Bars Traded | 24678 | 12124 | 12554 | 24678 | 12124 | 12554 |
Profit Streak | 3.1635 | 3.7677 | 3.1635 | 3.1635 | 3.7677 | 3.1635 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316783 | 152710 | 181608 | -3312 | 158541 | -33829 |
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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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