Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104478.0121 | 82423.9004 | 22054.1117 | 20035.0029 | 15649.4169 | 4385.586 |
Total P&L (%) | 104.478 | 82.4239 | 22.0541 | 20.035 | 15.6494 | 4.3856 |
Avg Daily Profit (%) | 0.181 | 0.1428 | 0.0382 | 0.0316 | 0.0252 | 0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111296 | -50350 | -80138 | -89275 | -49050 | -48223 |
Profit Factor | 1.2247 | 1.3774 | 1.0895 | 1.0632 | 1.0975 | 1.028 |
Total Trades | 291 | 145 | 146 | 291 | 145 | 146 |
Winning Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 60.1375 | 60 | 60.274 | 60.1375 | 60 | 60.274 |
Ratio Avg Win / Avg Loss | 0.8118 | 0.9183 | 0.7181 | 0.7047 | 0.7317 | 0.6775 |
Largest Winning Trade | 20832 | 16031 | 20832 | 12807 | 12807 | 9900 |
Largest Losing Trade | -64330 | -32048 | -64330 | -43385 | -35645 | -43385 |
Avg Bars in Trades | 45 | 48 | 43 | 45 | 48 | 43 |
Avg Bars in Winners | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Losers | 72 | 78 | 66 | 72 | 78 | 66 |
Bars Traded | 13319 | 6960 | 6359 | 13319 | 6960 | 6359 |
Profit Streak | 503.731 | 503.731 | 509.6477 | 503.731 | 503.731 | 509.6477 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331135 | -2157 | -269037 | -306418 | -282584 | -537984 |
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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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