Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209021.0711 | 89773.5161 | 119247.5551 | 463270.3904 | 183191.1362 | 280079.2542 |
Total P&L (%) | 209.0211 | 89.7735 | 119.2476 | 463.2704 | 183.1911 | 280.0793 |
Avg Daily Profit (%) | 0.8026 | 0.3447 | 0.4579 | 0.666 | 0.4005 | 0.514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35156 | -27102 | -31153 | -97597 | -82205 | -50170 |
Profit Factor | 1.5971 | 1.5131 | 1.6811 | 1.6228 | 1.4861 | 1.7633 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Losing Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Profitability (%) | 48.0769 | 49.0385 | 47.1154 | 48.0769 | 49.0385 | 47.1154 |
Ratio Avg Win / Avg Loss | 1.7249 | 1.5724 | 1.887 | 1.7526 | 1.5443 | 1.9792 |
Largest Winning Trade | 27159 | 20860 | 27159 | 89057 | 52201 | 89057 |
Largest Losing Trade | -11774 | -11003 | -11774 | -37002 | -35214 | -37002 |
Avg Bars in Trades | 118 | 122 | 114 | 118 | 122 | 114 |
Avg Bars in Winners | 155 | 154 | 155 | 155 | 154 | 155 |
Avg Bars in Losers | 84 | 92 | 76 | 84 | 92 | 76 |
Bars Traded | 24647 | 12777 | 11870 | 24647 | 12777 | 11870 |
Profit Streak | 1.7589 | 0 | 2.3839 | 1.7589 | 0 | 2.3839 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447057 | 335102 | 305735 | 407956 | 346331 | 328711 |
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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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