Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115538.1692 | 31264.2964 | 84273.8727 | 142908.4644 | 15727.8108 | 127180.6536 |
Total P&L (%) | 115.5382 | 31.2643 | 84.2739 | 142.9085 | 15.7278 | 127.1807 |
Avg Daily Profit (%) | 0.4437 | 0.1201 | 0.3236 | 0.3414 | 0.0561 | 0.3156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48881 | -23959 | -29909 | -162393 | -96654 | -85603 |
Profit Factor | 1.3691 | 1.1709 | 1.6477 | 1.1695 | 1.033 | 1.3478 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 54.2601 | 51.7857 | 56.7568 | 54.2601 | 51.7857 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.1541 | 1.0902 | 1.2554 | 0.9859 | 0.9617 | 1.0269 |
Largest Winning Trade | 15567 | 15567 | 14354 | 36477 | 30557 | 36477 |
Largest Losing Trade | -21543 | -15190 | -21543 | -68214 | -53219 | -68214 |
Avg Bars in Trades | 109 | 110 | 109 | 109 | 110 | 109 |
Avg Bars in Winners | 88 | 82 | 93 | 88 | 82 | 93 |
Avg Bars in Losers | 135 | 141 | 128 | 135 | 141 | 128 |
Bars Traded | 24503 | 12401 | 12102 | 24503 | 12401 | 12102 |
Profit Streak | 0.8613 | 2.7467 | 0 | 0.8613 | 2.7467 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267687 | -71059 | 356700 | -29648 | -316488 | 295439 |
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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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