Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166666.2165 | 92253.3183 | 74412.8982 | 358059.805 | 214965.8834 | 143093.9216 |
Total P&L (%) | 166.6662 | 92.2533 | 74.4129 | 358.0598 | 214.9659 | 143.0939 |
Avg Daily Profit (%) | 0.64 | 0.3542 | 0.2857 | 0.5861 | 0.4415 | 0.3417 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19902 | -15080 | -15167 | -51592 | -37390 | -50149 |
Profit Factor | 1.8304 | 1.9271 | 1.7354 | 1.7651 | 1.9687 | 1.5815 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Losing Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Profitability (%) | 59.4017 | 62.3932 | 56.4103 | 59.4017 | 62.3932 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.251 | 1.1615 | 1.341 | 1.2064 | 1.1866 | 1.2221 |
Largest Winning Trade | 10094 | 10094 | 9279 | 30341 | 30341 | 24123 |
Largest Losing Trade | -14020 | -14020 | -10329 | -49945 | -31637 | -49945 |
Avg Bars in Trades | 105 | 99 | 111 | 105 | 99 | 111 |
Avg Bars in Winners | 85 | 84 | 86 | 85 | 84 | 86 |
Avg Bars in Losers | 135 | 125 | 143 | 135 | 125 | 143 |
Bars Traded | 24687 | 11667 | 13020 | 24687 | 11667 | 13020 |
Profit Streak | 1.3247 | 8.2517 | 0 | 1.3247 | 8.2517 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436731 | 470040 | 350084 | 415607 | 499786 | 353819 |
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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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