Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173508.2122 | 93946.174 | 79562.0383 | 227007.3838 | 124381.8687 | 102625.5151 |
Total P&L (%) | 173.5082 | 93.9462 | 79.562 | 227.0074 | 124.3819 | 102.6255 |
Avg Daily Profit (%) | 0.3331 | 0.1804 | 0.1528 | 0.2277 | 0.1553 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47477 | -50920 | -50256 | -59793 | -59576 | -55529 |
Profit Factor | 1.3659 | 1.4145 | 1.3215 | 1.3827 | 1.464 | 1.3157 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 131 | 58 | 73 | 131 | 58 | 73 |
Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
Profitability (%) | 55.2743 | 49.1525 | 61.3445 | 55.2743 | 49.1525 | 61.3445 |
Ratio Avg Win / Avg Loss | 1.1053 | 1.4633 | 0.8327 | 1.1189 | 1.5145 | 0.8291 |
Largest Winning Trade | 48901 | 48901 | 22499 | 39163 | 39163 | 24930 |
Largest Losing Trade | -19653 | -17726 | -19653 | -42746 | -21762 | -42746 |
Avg Bars in Trades | 103 | 104 | 102 | 103 | 104 | 102 |
Avg Bars in Winners | 105 | 110 | 102 | 105 | 110 | 102 |
Avg Bars in Losers | 100 | 98 | 101 | 100 | 98 | 101 |
Bars Traded | 24467 | 12309 | 12158 | 24467 | 12309 | 12158 |
Profit Streak | 13.7315 | 13.7315 | 14.2107 | 13.7315 | 13.7315 | 14.2107 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435563 | 277113 | 270166 | 406833 | 320292 | -11646 |
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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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