Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87295.0895 | 19583.3536 | 67711.7358 | 88437.942 | 14300.0022 | 74137.9398 |
Total P&L (%) | 87.2951 | 19.5834 | 67.7117 | 88.4379 | 14.3 | 74.1379 |
Avg Daily Profit (%) | 0.3352 | 0.0752 | 0.26 | 0.2436 | 0.0513 | 0.2132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51422 | -30390 | -28600 | -142851 | -83454 | -81787 |
Profit Factor | 1.2874 | 1.1255 | 1.4583 | 1.1216 | 1.0387 | 1.2074 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Profitability (%) | 52.8037 | 53.271 | 52.3364 | 52.8037 | 53.271 | 52.3364 |
Ratio Avg Win / Avg Loss | 1.1507 | 0.9873 | 1.3281 | 1.0025 | 0.9111 | 1.0996 |
Largest Winning Trade | 40189 | 17442 | 40189 | 46389 | 28224 | 46389 |
Largest Losing Trade | -9443 | -9443 | -7619 | -25366 | -25366 | -20161 |
Avg Bars in Trades | 114 | 119 | 109 | 114 | 119 | 109 |
Avg Bars in Winners | 117 | 127 | 108 | 117 | 127 | 108 |
Avg Bars in Losers | 111 | 111 | 111 | 111 | 111 | 111 |
Bars Traded | 24574 | 12806 | 11768 | 24574 | 12806 | 11768 |
Profit Streak | 3.6726 | 9.2038 | 0 | 3.6726 | 9.2038 | 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 | 300556 | -183450 | 276136 | -79220 | -335666 | 212033 |
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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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