Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226310.8442 | 128972.2831 | 97338.5612 | 380956.2958 | 198249.9409 | 182706.3549 |
Total P&L (%) | 226.3108 | 128.9723 | 97.3386 | 380.9563 | 198.2499 | 182.7064 |
Avg Daily Profit (%) | 0.3922 | 0.2235 | 0.1687 | 0.2725 | 0.1895 | 0.1802 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55192 | -49839 | -37036 | -242424 | -246255 | -134354 |
Profit Factor | 1.5565 | 1.6111 | 1.4976 | 1.3006 | 1.3015 | 1.2997 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 47.9381 | 45.3608 | 50.5155 | 47.9381 | 45.3608 | 50.5155 |
Ratio Avg Win / Avg Loss | 1.6904 | 1.9406 | 1.4671 | 1.4125 | 1.5677 | 1.2732 |
Largest Winning Trade | 53293 | 53293 | 37023 | 145747 | 145747 | 129788 |
Largest Losing Trade | -18365 | -18365 | -16593 | -104072 | -104072 | -68431 |
Avg Bars in Trades | 68 | 66 | 71 | 68 | 66 | 71 |
Avg Bars in Winners | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Losers | 56 | 51 | 61 | 56 | 51 | 61 |
Bars Traded | 13314 | 6411 | 6903 | 13314 | 6411 | 6903 |
Profit Streak | 490.8676 | 490.8676 | 491.8676 | 490.8676 | 490.8676 | 491.8676 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461160 | 322780 | 309974 | 328061 | 245898 | 269989 |
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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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