Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 41469.757 | 17333.4443 | 24136.3127 | 43643.9762 | 19837.8269 | 23806.1493 |
Total P&L (%) | 41.4698 | 17.3334 | 24.1363 | 43.644 | 19.8378 | 23.8061 |
Avg Daily Profit (%) | 0.7963 | 0.3328 | 0.4634 | 0.6978 | 0.3481 | 0.4109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21821 | -15193 | -16969 | -27637 | -19510 | -20796 |
Profit Factor | 1.3213 | 1.2208 | 1.4772 | 1.276 | 1.2074 | 1.381 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 55.2995 | 54.1284 | 56.4815 | 55.2995 | 54.1284 | 56.4815 |
Ratio Avg Win / Avg Loss | 1.068 | 1.0346 | 1.1382 | 1.0315 | 1.0233 | 1.0641 |
Largest Winning Trade | 6437 | 5855 | 6437 | 7082 | 7082 | 6860 |
Largest Losing Trade | -8447 | -8447 | -5811 | -10787 | -10787 | -7683 |
Avg Bars in Trades | 113 | 120 | 105 | 113 | 120 | 105 |
Avg Bars in Winners | 94 | 108 | 81 | 94 | 108 | 81 |
Avg Bars in Losers | 136 | 134 | 137 | 136 | 134 | 137 |
Bars Traded | 24548 | 13106 | 11442 | 24548 | 13106 | 11442 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381798 | -2096 | 195300 | 348515 | -377 | 150034 |
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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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