Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120125.225 | 59500.2614 | 60624.9635 | 161745.4757 | 97804.3143 | 63941.1614 |
Total P&L (%) | 120.1252 | 59.5003 | 60.625 | 161.7455 | 97.8043 | 63.9412 |
Avg Daily Profit (%) | 0.4613 | 0.2285 | 0.2328 | 0.3702 | 0.2623 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36088 | -35735 | -19262 | -49386 | -47622 | -39858 |
Profit Factor | 1.5569 | 1.5152 | 1.6049 | 1.4481 | 1.5312 | 1.3615 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 42.9907 | 42.5926 | 43.3962 | 42.9907 | 42.5926 | 43.3962 |
Ratio Avg Win / Avg Loss | 2.0645 | 2.0422 | 2.0933 | 1.9203 | 2.0638 | 1.7759 |
Largest Winning Trade | 24470 | 24470 | 23050 | 38893 | 38893 | 33392 |
Largest Losing Trade | -10574 | -10574 | -7605 | -14371 | -13753 | -14371 |
Avg Bars in Trades | 227 | 240 | 213 | 227 | 240 | 213 |
Avg Bars in Winners | 313 | 337 | 288 | 313 | 337 | 288 |
Avg Bars in Losers | 162 | 168 | 156 | 162 | 168 | 156 |
Bars Traded | 24327 | 12990 | 11337 | 24327 | 12990 | 11337 |
Profit Streak | 8.4107 | 14.1711 | 0 | 8.4107 | 14.1711 | 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 | 340339 | -173581 | -173704 | 288368 | -172494 | -175316 |
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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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