Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135262.3462 | 46400.9396 | 88861.4066 | 196456.4263 | 76008.4864 | 120447.9398 |
Total P&L (%) | 135.2623 | 46.4009 | 88.8614 | 196.4564 | 76.0085 | 120.4479 |
Avg Daily Profit (%) | 0.5194 | 0.1782 | 0.3412 | 0.4182 | 0.2173 | 0.304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38296 | -41282 | -15359 | -57919 | -36258 | -40355 |
Profit Factor | 1.4338 | 1.2633 | 1.6554 | 1.4277 | 1.3061 | 1.5708 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 112 | 59 | 53 | 112 | 59 | 53 |
Profitability (%) | 44.5545 | 41.5842 | 47.5248 | 44.5545 | 41.5842 | 47.5248 |
Ratio Avg Win / Avg Loss | 1.7843 | 1.7747 | 1.8278 | 1.7766 | 1.8347 | 1.7344 |
Largest Winning Trade | 23565 | 23565 | 15809 | 42577 | 42577 | 26251 |
Largest Losing Trade | -10638 | -10638 | -7139 | -17010 | -17010 | -14112 |
Avg Bars in Trades | 121 | 130 | 113 | 121 | 130 | 113 |
Avg Bars in Winners | 173 | 187 | 160 | 173 | 187 | 160 |
Avg Bars in Losers | 80 | 88 | 70 | 80 | 88 | 70 |
Bars Traded | 24577 | 13130 | 11446 | 24577 | 13130 | 11446 |
Profit Streak | 14.3357 | 14.3357 | 14.5024 | 14.3357 | 14.3357 | 14.5024 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410461 | 86107 | 374199 | 377955 | 167068 | 352470 |
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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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