Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84443.6814 | 52975.183 | 31468.4984 | 102163.6783 | 67877.275 | 34286.4033 |
Total P&L (%) | 84.4437 | 52.9752 | 31.4685 | 102.1637 | 67.8773 | 34.2864 |
Avg Daily Profit (%) | 0.3243 | 0.2034 | 0.1208 | 0.2707 | 0.1991 | 0.1133 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31319 | -22112 | -26067 | -31451 | -22234 | -27366 |
Profit Factor | 1.4301 | 1.6169 | 1.2849 | 1.4525 | 1.7082 | 1.2639 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 152 | 79 | 73 | 152 | 79 | 73 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 72.0379 | 75.2381 | 68.8679 | 72.0379 | 75.2381 | 68.8679 |
Ratio Avg Win / Avg Loss | 0.5551 | 0.5322 | 0.5808 | 0.5638 | 0.5622 | 0.5713 |
Largest Winning Trade | 10781 | 10781 | 8568 | 11862 | 11862 | 7559 |
Largest Losing Trade | -22371 | -12337 | -22371 | -23391 | -10908 | -23391 |
Avg Bars in Trades | 115 | 109 | 121 | 115 | 109 | 121 |
Avg Bars in Winners | 70 | 65 | 77 | 70 | 65 | 77 |
Avg Bars in Losers | 231 | 246 | 220 | 231 | 246 | 220 |
Bars Traded | 24446 | 11539 | 12907 | 24446 | 11539 | 12907 |
Profit Streak | 9.6909 | 9.6909 | 12.545 | 9.6909 | 9.6909 | 12.545 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435133 | 352250 | -33781 | 423574 | 393034 | -43750 |
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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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