Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209925.863 | 151783.7912 | 58142.0718 | 192695.0499 | 142717.9508 | 49977.0992 |
Total P&L (%) | 209.9259 | 151.7838 | 58.1421 | 192.6951 | 142.718 | 49.9771 |
Avg Daily Profit (%) | 0.4031 | 0.2914 | 0.1116 | 0.2064 | 0.1704 | 0.0779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76278 | -45021 | -59666 | -305182 | -146723 | -217166 |
Profit Factor | 1.3072 | 1.4566 | 1.1657 | 1.1178 | 1.1751 | 1.0609 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 41.7778 | 41.0714 | 42.4779 | 41.7778 | 41.0714 | 42.4779 |
Ratio Avg Win / Avg Loss | 1.8217 | 2.0899 | 1.5785 | 1.5578 | 1.686 | 1.4367 |
Largest Winning Trade | 47075 | 47075 | 31599 | 85508 | 78874 | 85508 |
Largest Losing Trade | -30113 | -14982 | -30113 | -52955 | -52955 | -44588 |
Avg Bars in Trades | 108 | 107 | 109 | 108 | 107 | 109 |
Avg Bars in Winners | 154 | 150 | 158 | 154 | 150 | 158 |
Avg Bars in Losers | 75 | 78 | 73 | 75 | 78 | 73 |
Bars Traded | 24462 | 12084 | 12378 | 24462 | 12084 | 12378 |
Profit Streak | 4.8376 | 0 | 18.9626 | 4.8376 | 0 | 18.9626 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308564 | 225259 | -84190 | -84173 | -23767 | -246136 |
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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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