Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200245.5001 | 94922.8955 | 105322.6046 | 333537.1502 | 158070.0947 | 175467.0555 |
Total P&L (%) | 200.2455 | 94.9229 | 105.3226 | 333.5372 | 158.0701 | 175.4671 |
Avg Daily Profit (%) | 0.3845 | 0.1823 | 0.2022 | 0.282 | 0.1822 | 0.1947 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65523 | -45562 | -47322 | -93177 | -71164 | -101889 |
Profit Factor | 1.4562 | 1.4384 | 1.4735 | 1.4626 | 1.4622 | 1.463 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 56.5217 | 51.087 | 61.9565 | 56.5217 | 51.087 | 61.9565 |
Ratio Avg Win / Avg Loss | 1.1201 | 1.3772 | 0.9048 | 1.1251 | 1.4 | 0.8983 |
Largest Winning Trade | 21777 | 21777 | 21014 | 44714 | 44714 | 37844 |
Largest Losing Trade | -23542 | -23542 | -19659 | -38823 | -29105 | -38823 |
Avg Bars in Trades | 133 | 141 | 126 | 133 | 141 | 126 |
Avg Bars in Winners | 123 | 127 | 119 | 123 | 127 | 119 |
Avg Bars in Losers | 148 | 155 | 138 | 148 | 155 | 138 |
Bars Traded | 24652 | 12988 | 11664 | 24652 | 12988 | 11664 |
Profit Streak | 5.5319 | 20.9486 | 5.5319 | 5.5319 | 20.9486 | 5.5319 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455484 | 330333 | 305848 | 425377 | 335546 | 301242 |
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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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