Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272008.5313 | 124774.9115 | 147233.6198 | 877339.8495 | 329765.4228 | 547574.4267 |
Total P&L (%) | 272.0085 | 124.7749 | 147.2336 | 877.3399 | 329.7654 | 547.5744 |
Avg Daily Profit (%) | 1.0445 | 0.4791 | 0.5654 | 0.8792 | 0.5615 | 0.7199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27744 | -29487 | -16305 | -300794 | -309836 | -111799 |
Profit Factor | 1.8328 | 1.7086 | 1.9782 | 1.7257 | 1.4781 | 2.0547 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 45.9459 | 45.045 | 46.8468 | 45.9459 | 45.045 | 46.8468 |
Ratio Avg Win / Avg Loss | 2.1563 | 2.0845 | 2.2445 | 2.0302 | 1.8032 | 2.3313 |
Largest Winning Trade | 46301 | 46301 | 32194 | 128916 | 128916 | 110484 |
Largest Losing Trade | -14275 | -14275 | -6608 | -144354 | -144354 | -71429 |
Avg Bars in Trades | 110 | 112 | 109 | 110 | 112 | 109 |
Avg Bars in Winners | 163 | 167 | 159 | 163 | 167 | 159 |
Avg Bars in Losers | 66 | 66 | 66 | 66 | 66 | 66 |
Bars Traded | 24626 | 12444 | 12182 | 24626 | 12444 | 12182 |
Profit Streak | 1.4416 | 0 | 2.1083 | 1.4416 | 0 | 2.1083 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434369 | 347880 | 347241 | 436759 | 338842 | 415101 |
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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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