Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120027.4722 | 39887.4815 | 80139.9907 | 139725.9081 | 60986.3364 | 78739.5717 |
Total P&L (%) | 120.0275 | 39.8875 | 80.14 | 139.7259 | 60.9863 | 78.7396 |
Avg Daily Profit (%) | 0.4609 | 0.1532 | 0.3077 | 0.3363 | 0.183 | 0.2233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49547 | -29435 | -38175 | -56450 | -31493 | -46545 |
Profit Factor | 1.3177 | 1.2263 | 1.3976 | 1.2852 | 1.2671 | 1.3011 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 43.5556 | 44.2478 | 42.8571 | 43.5556 | 44.2478 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.7076 | 1.5452 | 1.8634 | 1.6655 | 1.5965 | 1.7348 |
Largest Winning Trade | 28249 | 28249 | 27636 | 30676 | 30676 | 25524 |
Largest Losing Trade | -11734 | -11580 | -11734 | -16342 | -13076 | -16342 |
Avg Bars in Trades | 110 | 115 | 105 | 110 | 115 | 105 |
Avg Bars in Winners | 162 | 167 | 156 | 162 | 167 | 156 |
Avg Bars in Losers | 70 | 73 | 66 | 70 | 73 | 66 |
Bars Traded | 24804 | 13008 | 11796 | 24804 | 13008 | 11796 |
Profit Streak | 0 | 0 | 3.2015 | 0 | 0 | 3.2015 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303475 | 66494 | 178034 | 257996 | 143372 | 130813 |
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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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