Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116941.3584 | 26216.4291 | 90724.9293 | 104330.4835 | 24126.4354 | 80204.0481 |
Total P&L (%) | 116.9414 | 26.2164 | 90.7249 | 104.3305 | 24.1264 | 80.204 |
Avg Daily Profit (%) | 0.449 | 0.1007 | 0.3484 | 0.2748 | 0.083 | 0.2264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67645 | -53198 | -31757 | -203514 | -162483 | -101344 |
Profit Factor | 1.2839 | 1.1116 | 1.5122 | 1.095 | 1.0398 | 1.1631 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 52.0179 | 51.3514 | 52.6786 | 52.0179 | 51.3514 | 52.6786 |
Ratio Avg Win / Avg Loss | 1.1843 | 1.0531 | 1.3584 | 1.0101 | 0.9851 | 1.0448 |
Largest Winning Trade | 46547 | 46547 | 39819 | 120356 | 120356 | 48613 |
Largest Losing Trade | -18783 | -18783 | -10193 | -61241 | -61241 | -34347 |
Avg Bars in Trades | 110 | 106 | 114 | 110 | 106 | 114 |
Avg Bars in Winners | 116 | 109 | 123 | 116 | 109 | 123 |
Avg Bars in Losers | 105 | 104 | 105 | 105 | 104 | 105 |
Bars Traded | 24751 | 11876 | 12875 | 24751 | 11876 | 12875 |
Profit Streak | 6.8629 | 0 | 8.2587 | 6.8629 | 0 | 8.2587 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376337 | -161227 | 346979 | -106999 | -266108 | -33953 |
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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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