Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94763.9621 | 56311.5117 | 38452.4504 | 121549.9879 | 73204.4025 | 48345.5854 |
Total P&L (%) | 94.764 | 56.3115 | 38.4525 | 121.55 | 73.2044 | 48.3456 |
Avg Daily Profit (%) | 0.3639 | 0.2162 | 0.1477 | 0.3059 | 0.2112 | 0.1516 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22509 | -20952 | -15397 | -28176 | -30716 | -26774 |
Profit Factor | 1.4165 | 1.4813 | 1.3479 | 1.3482 | 1.4201 | 1.2765 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Losing Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Profitability (%) | 61.8834 | 65.7658 | 58.0357 | 61.8834 | 65.7658 | 58.0357 |
Ratio Avg Win / Avg Loss | 0.8725 | 0.7711 | 0.9746 | 0.8304 | 0.7392 | 0.923 |
Largest Winning Trade | 10853 | 10853 | 8956 | 16018 | 16018 | 15735 |
Largest Losing Trade | -18263 | -18263 | -11779 | -26638 | -19655 | -26638 |
Avg Bars in Trades | 111 | 108 | 113 | 111 | 108 | 113 |
Avg Bars in Winners | 81 | 79 | 85 | 81 | 79 | 85 |
Avg Bars in Losers | 159 | 166 | 153 | 159 | 166 | 153 |
Bars Traded | 24863 | 12098 | 12765 | 24863 | 12098 | 12765 |
Profit Streak | 2.926 | 10.5718 | 2.926 | 2.926 | 10.5718 | 2.926 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328502 | 301626 | -944 | 295649 | 319454 | 94966 |
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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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