Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177246.6048 | 56680.5862 | 120566.0186 | 268867.3993 | 6706.2651 | 262161.1342 |
Total P&L (%) | 177.2466 | 56.6806 | 120.566 | 268.8674 | 6.7063 | 262.1611 |
Avg Daily Profit (%) | 0.3403 | 0.1088 | 0.2315 | 0.2509 | 0.0125 | 0.2474 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72244 | -60275 | -24731 | -264154 | -172832 | -138951 |
Profit Factor | 1.3867 | 1.2217 | 1.5951 | 1.2172 | 1.0091 | 1.5199 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 48.0519 | 44.8276 | 51.3043 | 48.0519 | 44.8276 | 51.3043 |
Ratio Avg Win / Avg Loss | 1.4992 | 1.5036 | 1.514 | 1.3159 | 1.242 | 1.4426 |
Largest Winning Trade | 23853 | 23853 | 22018 | 89213 | 89213 | 75985 |
Largest Losing Trade | -12342 | -12342 | -10717 | -37951 | -37951 | -36312 |
Avg Bars in Trades | 107 | 108 | 105 | 107 | 108 | 105 |
Avg Bars in Winners | 131 | 136 | 127 | 131 | 136 | 127 |
Avg Bars in Losers | 84 | 86 | 82 | 84 | 86 | 82 |
Bars Traded | 24743 | 12599 | 12144 | 24743 | 12599 | 12144 |
Profit Streak | 3.344 | 4.469 | 0 | 3.344 | 4.469 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305751 | -50483 | 368646 | 240943 | -555046 | 316999 |
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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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