Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170003.6652 | 103118.1798 | 66885.4854 | 131507.7866 | 92830.6779 | 38677.1087 |
Total P&L (%) | 170.0037 | 103.1182 | 66.8855 | 131.5078 | 92.8307 | 38.6771 |
Avg Daily Profit (%) | 0.2946 | 0.1787 | 0.1159 | 0.1456 | 0.1139 | 0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77151 | -56828 | -88779 | -229130 | -111149 | -213742 |
Profit Factor | 1.3714 | 1.4647 | 1.2837 | 1.1388 | 1.2042 | 1.0784 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 51.4286 | 50.4762 | 52.381 | 51.4286 | 50.4762 | 52.381 |
Ratio Avg Win / Avg Loss | 1.2952 | 1.437 | 1.167 | 1.0755 | 1.1815 | 0.9804 |
Largest Winning Trade | 63584 | 63584 | 47054 | 86060 | 86060 | 74077 |
Largest Losing Trade | -31923 | -31923 | -29072 | -77920 | -77920 | -48307 |
Avg Bars in Trades | 64 | 67 | 61 | 64 | 67 | 61 |
Avg Bars in Winners | 69 | 71 | 68 | 69 | 71 | 68 |
Avg Bars in Losers | 58 | 63 | 53 | 58 | 63 | 53 |
Bars Traded | 13463 | 7057 | 6406 | 13463 | 7057 | 6406 |
Profit Streak | 494.8289 | 497.4956 | 494.8289 | 494.8289 | 497.4956 | 494.8289 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403125 | 319907 | -37888 | -64364 | -41147 | -254911 |
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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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