Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123866.0334 | 59934.0896 | 63931.9439 | 102174.9073 | 46383.3391 | 55791.5682 |
Total P&L (%) | 123.866 | 59.9341 | 63.9319 | 102.1749 | 46.3833 | 55.7916 |
Avg Daily Profit (%) | 0.4756 | 0.2301 | 0.2455 | 0.2707 | 0.1464 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68615 | -62108 | -26443 | -61087 | -49174 | -27823 |
Profit Factor | 1.3029 | 1.3158 | 1.2918 | 1.2472 | 1.2354 | 1.2579 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 45.7399 | 45.045 | 46.4286 | 45.7399 | 45.045 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.5456 | 1.6053 | 1.4905 | 1.4795 | 1.5072 | 1.4514 |
Largest Winning Trade | 59043 | 59043 | 22622 | 64309 | 64309 | 23255 |
Largest Losing Trade | -18675 | -18675 | -16088 | -16587 | -14451 | -16587 |
Avg Bars in Trades | 109 | 102 | 117 | 109 | 102 | 117 |
Avg Bars in Winners | 145 | 136 | 153 | 145 | 136 | 153 |
Avg Bars in Losers | 79 | 73 | 85 | 79 | 73 | 85 |
Bars Traded | 24444 | 11338 | 13106 | 24444 | 11338 | 13106 |
Profit Streak | 0 | 1.5535 | 0 | 0 | 1.5535 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334967 | 88183 | 165538 | 219642 | -4467 | 115439 |
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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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