Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164155.8939 | 105433.0887 | 58722.8051 | 235733.0934 | 205539.4317 | 30193.6618 |
Total P&L (%) | 164.1559 | 105.4331 | 58.7228 | 235.7331 | 205.5394 | 30.1937 |
Avg Daily Profit (%) | 0.6164 | 0.3959 | 0.2205 | 0.4558 | 0.4203 | 0.0991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43449 | -37135 | -40688 | -171493 | -142851 | -147355 |
Profit Factor | 1.4212 | 1.5793 | 1.2827 | 1.2559 | 1.4829 | 1.0609 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 117 | 63 | 54 | 117 | 63 | 54 |
Losing Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Profitability (%) | 55.4502 | 60 | 50.9434 | 55.4502 | 60 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.1419 | 1.0529 | 1.2352 | 1.009 | 0.9886 | 1.0216 |
Largest Winning Trade | 29493 | 24493 | 29493 | 91474 | 91474 | 65525 |
Largest Losing Trade | -18515 | -13421 | -18515 | -67212 | -50423 | -67212 |
Avg Bars in Trades | 58 | 57 | 60 | 58 | 57 | 60 |
Avg Bars in Winners | 58 | 54 | 63 | 58 | 54 | 63 |
Avg Bars in Losers | 59 | 61 | 56 | 59 | 61 | 56 |
Bars Traded | 12415 | 6036 | 6379 | 12415 | 6036 | 6379 |
Profit Streak | 266.0441 | 0 | 266.4191 | 266.0441 | 0 | 266.4191 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469015 | 386316 | 219081 | 383232 | 312604 | -218166 |
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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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