Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255593.198 | 79582.1332 | 176011.0648 | 351945.2627 | 72766.2721 | 279178.9907 |
Total P&L (%) | 255.5932 | 79.5821 | 176.0111 | 351.9453 | 72.7663 | 279.179 |
Avg Daily Profit (%) | 0.2454 | 0.0764 | 0.169 | 0.1449 | 0.0525 | 0.128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94160 | -117411 | -60558 | -250860 | -167524 | -89534 |
Profit Factor | 1.4149 | 1.2305 | 1.6498 | 1.3691 | 1.1346 | 1.6759 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 121 | 59 | 62 | 121 | 59 | 62 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 52.8384 | 51.3043 | 54.386 | 52.8384 | 51.3043 | 54.386 |
Ratio Avg Win / Avg Loss | 1.2629 | 1.168 | 1.3837 | 1.222 | 1.0769 | 1.4056 |
Largest Winning Trade | 95657 | 95657 | 26720 | 107720 | 107720 | 51891 |
Largest Losing Trade | -24456 | -21907 | -24456 | -65681 | -65681 | -42185 |
Avg Bars in Trades | 107 | 111 | 103 | 107 | 111 | 103 |
Avg Bars in Winners | 90 | 78 | 101 | 90 | 78 | 101 |
Avg Bars in Losers | 127 | 146 | 107 | 127 | 146 | 107 |
Bars Traded | 24709 | 12858 | 11851 | 24709 | 12858 | 11851 |
Profit Streak | 18.2666 | 31.1416 | 18.2666 | 18.2666 | 31.1416 | 18.2666 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429678 | -89855 | 387100 | 146266 | -193841 | -18638 |
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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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