Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104239.5361 | 62497.4651 | 41742.071 | 119209.2423 | 75918.332 | 43290.9103 |
Total P&L (%) | 104.2395 | 62.4975 | 41.7421 | 119.2092 | 75.9183 | 43.2909 |
Avg Daily Profit (%) | 0.7504 | 0.4499 | 0.3005 | 0.5666 | 0.4075 | 0.2593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52416 | -31255 | -42294 | -56883 | -33588 | -53154 |
Profit Factor | 1.3904 | 1.4994 | 1.2943 | 1.4051 | 1.5722 | 1.2679 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 107 | 50 | 57 | 107 | 50 | 57 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 54.8718 | 51.5464 | 58.1633 | 54.8718 | 51.5464 | 58.1633 |
Ratio Avg Win / Avg Loss | 1.1435 | 1.4094 | 0.931 | 1.1556 | 1.4779 | 0.912 |
Largest Winning Trade | 21651 | 21651 | 15814 | 21975 | 21975 | 14424 |
Largest Losing Trade | -22419 | -21624 | -22419 | -33483 | -24168 | -33483 |
Avg Bars in Trades | 66 | 69 | 62 | 66 | 69 | 62 |
Avg Bars in Winners | 71 | 81 | 62 | 71 | 81 | 62 |
Avg Bars in Losers | 60 | 57 | 63 | 60 | 57 | 63 |
Bars Traded | 12948 | 6789 | 6159 | 12948 | 6789 | 6159 |
Profit Streak | 126.3822 | 130.4655 | 126.3822 | 126.3822 | 130.4655 | 126.3822 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511861 | 363617 | 170572 | 458536 | 384583 | 157041 |
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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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