Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112965.0685 | 64490.1553 | 48474.9132 | 159053.3405 | 87090.7649 | 71962.5756 |
Total P&L (%) | 112.9651 | 64.4902 | 48.4749 | 159.0533 | 87.0908 | 71.9626 |
Avg Daily Profit (%) | 0.4338 | 0.2476 | 0.1861 | 0.3662 | 0.2408 | 0.2084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35590 | -20200 | -26498 | -55563 | -35441 | -41326 |
Profit Factor | 1.4327 | 1.4832 | 1.3799 | 1.3595 | 1.396 | 1.3233 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 57.6419 | 58.7719 | 56.5217 | 57.6419 | 58.7719 | 56.5217 |
Ratio Avg Win / Avg Loss | 1.0528 | 1.0404 | 1.0615 | 0.999 | 0.9793 | 1.0179 |
Largest Winning Trade | 10459 | 10459 | 9141 | 23652 | 17463 | 23652 |
Largest Losing Trade | -18765 | -18765 | -12129 | -20846 | -20846 | -20104 |
Avg Bars in Trades | 107 | 101 | 114 | 107 | 101 | 114 |
Avg Bars in Winners | 97 | 93 | 101 | 97 | 93 | 101 |
Avg Bars in Losers | 121 | 111 | 130 | 121 | 111 | 130 |
Bars Traded | 24673 | 11530 | 13143 | 24673 | 11530 | 13143 |
Profit Streak | 1.7101 | 5.0642 | 1.7101 | 1.7101 | 5.0642 | 1.7101 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338595 | 343397 | 125103 | 241677 | 275353 | 172374 |
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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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