Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106998.8815 | 47350.0585 | 59648.823 | 125128.4528 | 75322.2227 | 49806.2301 |
Total P&L (%) | 106.9989 | 47.3501 | 59.6488 | 125.1285 | 75.3222 | 49.8062 |
Avg Daily Profit (%) | 0.4109 | 0.1818 | 0.229 | 0.3121 | 0.2158 | 0.1553 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39938 | -31919 | -34677 | -92198 | -37830 | -82998 |
Profit Factor | 1.3544 | 1.2911 | 1.4283 | 1.2362 | 1.2842 | 1.1881 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 58.0311 | 57.732 | 58.3333 | 58.0311 | 57.732 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9795 | 0.9452 | 1.0202 | 0.894 | 0.9402 | 0.8486 |
Largest Winning Trade | 17914 | 12326 | 17914 | 23922 | 16917 | 23922 |
Largest Losing Trade | -22266 | -22266 | -17751 | -40826 | -23137 | -40826 |
Avg Bars in Trades | 125 | 133 | 117 | 125 | 133 | 117 |
Avg Bars in Winners | 105 | 114 | 97 | 105 | 114 | 97 |
Avg Bars in Losers | 152 | 160 | 144 | 152 | 160 | 144 |
Bars Traded | 24225 | 12991 | 11234 | 24225 | 12991 | 11234 |
Profit Streak | 6.1233 | 8.5296 | 0 | 6.1233 | 8.5296 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342881 | 168966 | 267625 | 286486 | 234407 | -10027 |
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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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