Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118719.7509 | 62052.9751 | 56666.7757 | 151162.1608 | 103038.8575 | 48123.3033 |
Total P&L (%) | 118.7198 | 62.053 | 56.6668 | 151.1622 | 103.0389 | 48.1233 |
Avg Daily Profit (%) | 0.4559 | 0.2383 | 0.2176 | 0.3543 | 0.2723 | 0.151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40145 | -35690 | -27166 | -55344 | -43827 | -50884 |
Profit Factor | 1.3453 | 1.3413 | 1.3498 | 1.2582 | 1.3546 | 1.1632 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Losing Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Profitability (%) | 54.1284 | 55.9633 | 52.2936 | 54.1284 | 55.9633 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.1401 | 1.0554 | 1.2314 | 1.0663 | 1.0659 | 1.0612 |
Largest Winning Trade | 14217 | 12923 | 14217 | 24760 | 22498 | 24760 |
Largest Losing Trade | -15403 | -15403 | -13014 | -21626 | -21626 | -20290 |
Avg Bars in Trades | 112 | 106 | 118 | 112 | 106 | 118 |
Avg Bars in Winners | 113 | 110 | 117 | 113 | 110 | 117 |
Avg Bars in Losers | 110 | 102 | 118 | 110 | 102 | 118 |
Bars Traded | 24527 | 11651 | 12876 | 24527 | 11651 | 12876 |
Profit Streak | 0 | 6.2673 | 0 | 0 | 6.2673 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376174 | 308221 | 212701 | 325748 | 340704 | -36678 |
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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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