Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118454.2978 | 75540.9625 | 42913.3353 | 127710.1306 | 84360.3347 | 43349.7959 |
Total P&L (%) | 118.4543 | 75.541 | 42.9133 | 127.7101 | 84.3603 | 43.3498 |
Avg Daily Profit (%) | 0.4549 | 0.2901 | 0.1648 | 0.3165 | 0.2352 | 0.1384 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39235 | -43917 | -14914 | -58728 | -57568 | -28870 |
Profit Factor | 1.3155 | 1.299 | 1.3494 | 1.2156 | 1.2153 | 1.2161 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 46.3519 | 44.8276 | 47.8632 | 46.3519 | 44.8276 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.5226 | 1.5988 | 1.4699 | 1.4069 | 1.4957 | 1.3247 |
Largest Winning Trade | 27873 | 27873 | 18897 | 36476 | 36476 | 16476 |
Largest Losing Trade | -20372 | -20372 | -8811 | -26593 | -26593 | -13023 |
Avg Bars in Trades | 103 | 162 | 45 | 103 | 162 | 45 |
Avg Bars in Winners | 111 | 167 | 60 | 111 | 167 | 60 |
Avg Bars in Losers | 97 | 159 | 32 | 97 | 159 | 32 |
Bars Traded | 24227 | 18900 | 5327 | 24227 | 18900 | 5327 |
Profit Streak | 4.5511 | 0 | 6.999 | 4.5511 | 0 | 6.999 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352403 | 213373 | 142449 | 247842 | 138058 | -12439 |
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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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