Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115681.7768 | 62736.8927 | 52944.8841 | 144916.9979 | 143725.878 | 1191.1199 |
Total P&L (%) | 115.6818 | 62.7369 | 52.9449 | 144.917 | 143.7259 | 1.1911 |
Avg Daily Profit (%) | 0.4442 | 0.2409 | 0.2033 | 0.3446 | 0.3427 | 0.0045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42449 | -25338 | -42442 | -137921 | -41486 | -135031 |
Profit Factor | 1.3722 | 1.4202 | 1.3278 | 1.2218 | 1.5161 | 1.0032 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 48.6842 | 50 | 47.3684 | 48.6842 | 50 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.4464 | 1.4202 | 1.4754 | 1.2879 | 1.5161 | 1.1146 |
Largest Winning Trade | 19374 | 17356 | 19374 | 60760 | 36552 | 60760 |
Largest Losing Trade | -12362 | -8922 | -12362 | -28567 | -19267 | -28567 |
Avg Bars in Trades | 107 | 103 | 111 | 107 | 103 | 111 |
Avg Bars in Winners | 127 | 118 | 138 | 127 | 118 | 138 |
Avg Bars in Losers | 88 | 89 | 87 | 88 | 89 | 87 |
Bars Traded | 24522 | 11846 | 12676 | 24522 | 11846 | 12676 |
Profit Streak | 3.2041 | 3.8082 | 0 | 3.2041 | 3.8082 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308299 | 225390 | 147470 | 244548 | 335229 | -572222 |
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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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