Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67404.0675 | 47396.0575 | 20008.01 | 66211.9696 | 41713.5855 | 24498.3841 |
Total P&L (%) | 67.4041 | 47.3961 | 20.008 | 66.212 | 41.7136 | 24.4984 |
Avg Daily Profit (%) | 0.2588 | 0.182 | 0.0768 | 0.1953 | 0.134 | 0.0842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40495 | -41750 | -29715 | -51369 | -52636 | -37019 |
Profit Factor | 1.279 | 1.3179 | 1.2164 | 1.2229 | 1.2225 | 1.2235 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 59.0698 | 57.0093 | 61.1111 | 59.0698 | 57.0093 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.8863 | 0.9938 | 0.7741 | 0.8473 | 0.9219 | 0.7786 |
Largest Winning Trade | 17473 | 17473 | 5759 | 17619 | 17619 | 6880 |
Largest Losing Trade | -16880 | -16880 | -9905 | -21052 | -21052 | -14647 |
Avg Bars in Trades | 113 | 175 | 52 | 113 | 175 | 52 |
Avg Bars in Winners | 91 | 136 | 50 | 91 | 136 | 50 |
Avg Bars in Losers | 144 | 226 | 55 | 144 | 226 | 55 |
Bars Traded | 24401 | 18764 | 5637 | 24401 | 18764 | 5637 |
Profit Streak | 7.8345 | 7.8345 | 7.8762 | 7.8345 | 7.8345 | 7.8762 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316792 | 173074 | -98006 | 282020 | -17933 | -85173 |
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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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