Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235681.9773 | 139923.204 | 95758.7733 | 531846.9383 | 372881.5936 | 158965.3447 |
Total P&L (%) | 235.682 | 139.9232 | 95.7588 | 531.8469 | 372.8816 | 158.9653 |
Avg Daily Profit (%) | 0.4525 | 0.2687 | 0.1839 | 0.3546 | 0.2988 | 0.1829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54492 | -46195 | -30360 | -193819 | -198331 | -181448 |
Profit Factor | 1.5637 | 1.6189 | 1.4987 | 1.355 | 1.4703 | 1.2254 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 45.8716 | 43.1193 | 48.6239 | 45.8716 | 43.1193 | 48.6239 |
Ratio Avg Win / Avg Loss | 1.8451 | 2.1356 | 1.5835 | 1.5989 | 1.9396 | 1.2947 |
Largest Winning Trade | 36309 | 36309 | 23498 | 127512 | 127512 | 78035 |
Largest Losing Trade | -13509 | -11020 | -13509 | -66066 | -66066 | -50619 |
Avg Bars in Trades | 113 | 113 | 113 | 113 | 113 | 113 |
Avg Bars in Winners | 153 | 159 | 148 | 153 | 159 | 148 |
Avg Bars in Losers | 78 | 78 | 79 | 78 | 78 | 79 |
Bars Traded | 24675 | 12352 | 12323 | 24675 | 12352 | 12323 |
Profit Streak | 4.8088 | 6.3713 | 0 | 4.8088 | 6.3713 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435222 | 304408 | 306864 | 374182 | 283825 | 206438 |
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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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