Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82393.9802 | 50339.1254 | 32054.8547 | 93454.6948 | 64841.1633 | 28613.5315 |
Total P&L (%) | 82.394 | 50.3391 | 32.0549 | 93.4547 | 64.8412 | 28.6135 |
Avg Daily Profit (%) | 0.3164 | 0.1933 | 0.1231 | 0.2537 | 0.1921 | 0.0967 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29964 | -27720 | -20075 | -33227 | -26969 | -27923 |
Profit Factor | 1.3336 | 1.3916 | 1.2707 | 1.3154 | 1.4383 | 1.1928 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Losing Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Profitability (%) | 64.0693 | 63.7931 | 64.3478 | 64.0693 | 63.7931 | 64.3478 |
Ratio Avg Win / Avg Loss | 0.7479 | 0.7898 | 0.7041 | 0.7377 | 0.8163 | 0.6609 |
Largest Winning Trade | 12832 | 12832 | 6159 | 14891 | 14891 | 7563 |
Largest Losing Trade | -15389 | -15389 | -11340 | -14836 | -14836 | -13816 |
Avg Bars in Trades | 107 | 102 | 112 | 107 | 102 | 112 |
Avg Bars in Winners | 82 | 78 | 87 | 82 | 78 | 87 |
Avg Bars in Losers | 151 | 145 | 157 | 151 | 145 | 157 |
Bars Traded | 24850 | 11906 | 12944 | 24850 | 11906 | 12944 |
Profit Streak | 0 | 0 | 5.6671 | 0 | 0 | 5.6671 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319525 | 193550 | -31568 | 296225 | 238269 | -75390 |
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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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