Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96514.2416 | 54952.6931 | 41561.5485 | 126687.2944 | 85137.011 | 41550.2834 |
Total P&L (%) | 96.5142 | 54.9527 | 41.5615 | 126.6873 | 85.137 | 41.5503 |
Avg Daily Profit (%) | 0.3706 | 0.211 | 0.1596 | 0.3148 | 0.2368 | 0.1335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37085 | -19714 | -25417 | -36505 | -21572 | -42869 |
Profit Factor | 1.4194 | 1.4982 | 1.3469 | 1.3536 | 1.5205 | 1.2134 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 144 | 71 | 73 | 144 | 71 | 73 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 63.1579 | 62.2807 | 64.0351 | 63.1579 | 62.2807 | 64.0351 |
Ratio Avg Win / Avg Loss | 0.828 | 0.9073 | 0.7565 | 0.7896 | 0.9209 | 0.6815 |
Largest Winning Trade | 10716 | 10716 | 8486 | 19406 | 19406 | 10281 |
Largest Losing Trade | -14015 | -14015 | -13112 | -25341 | -15018 | -25341 |
Avg Bars in Trades | 107 | 102 | 112 | 107 | 102 | 112 |
Avg Bars in Winners | 74 | 70 | 77 | 74 | 70 | 77 |
Avg Bars in Losers | 165 | 156 | 174 | 165 | 156 | 174 |
Bars Traded | 24538 | 11713 | 12825 | 24538 | 11713 | 12825 |
Profit Streak | 1.0529 | 7.6884 | 0 | 1.0529 | 7.6884 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245449 | 282481 | 146480 | 213797 | 331450 | -18800 |
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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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