Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 109641.1306 | 43061.5297 | 66579.6009 | 145958.5452 | 64856.4707 | 81102.0745 |
Total P&L (%) | 109.6411 | 43.0615 | 66.5796 | 145.9585 | 64.8565 | 81.1021 |
Avg Daily Profit (%) | 0.421 | 0.1654 | 0.2557 | 0.3462 | 0.1921 | 0.2283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36703 | -19274 | -29245 | -88135 | -39284 | -74289 |
Profit Factor | 1.4363 | 1.3386 | 1.5365 | 1.3012 | 1.2767 | 1.3242 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 86 | 46 | 40 | 86 | 46 | 40 |
Profitability (%) | 61.2613 | 58.5586 | 63.964 | 61.2613 | 58.5586 | 63.964 |
Ratio Avg Win / Avg Loss | 0.9083 | 0.9473 | 0.8656 | 0.8228 | 0.9035 | 0.746 |
Largest Winning Trade | 16456 | 8965 | 16456 | 29886 | 16169 | 29886 |
Largest Losing Trade | -24031 | -10369 | -24031 | -56097 | -18214 | -56097 |
Avg Bars in Trades | 111 | 77 | 144 | 111 | 77 | 144 |
Avg Bars in Winners | 104 | 77 | 130 | 104 | 77 | 130 |
Avg Bars in Losers | 121 | 78 | 170 | 121 | 78 | 170 |
Bars Traded | 24694 | 8634 | 16060 | 24694 | 8634 | 16060 |
Profit Streak | 0.8785 | 0 | 5.2327 | 0.8785 | 0 | 5.2327 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248600 | 125393 | 344024 | 195850 | 177869 | 297123 |
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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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