Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201023.5491 | 96658.6312 | 104364.9179 | 388147.8752 | 198890.254 | 189257.6212 |
Total P&L (%) | 201.0235 | 96.6586 | 104.3649 | 388.1479 | 198.8903 | 189.2576 |
Avg Daily Profit (%) | 0.7719 | 0.3712 | 0.4008 | 0.6107 | 0.4213 | 0.4087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36636 | -35002 | -24707 | -67297 | -47229 | -49481 |
Profit Factor | 1.5295 | 1.5254 | 1.5333 | 1.4689 | 1.4822 | 1.4556 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 46.9767 | 45.3704 | 48.5981 | 46.9767 | 45.3704 | 48.5981 |
Ratio Avg Win / Avg Loss | 1.7263 | 1.8367 | 1.6218 | 1.658 | 1.7847 | 1.5396 |
Largest Winning Trade | 40018 | 40018 | 31047 | 55957 | 55957 | 44822 |
Largest Losing Trade | -12687 | -12687 | -9179 | -25565 | -20155 | -25565 |
Avg Bars in Trades | 114 | 113 | 115 | 114 | 113 | 115 |
Avg Bars in Winners | 166 | 166 | 165 | 166 | 166 | 165 |
Avg Bars in Losers | 68 | 69 | 67 | 68 | 69 | 67 |
Bars Traded | 24575 | 12261 | 12314 | 24575 | 12261 | 12314 |
Profit Streak | 0 | 0 | 6.2933 | 0 | 0 | 6.2933 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491782 | 294969 | 392905 | 428839 | 300912 | 378261 |
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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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