Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190970.8177 | 113402.5867 | 77568.231 | 320157.4998 | 225177.0822 | 94980.4176 |
Total P&L (%) | 190.9708 | 113.4026 | 77.5682 | 320.1575 | 225.1771 | 94.9804 |
Avg Daily Profit (%) | 0.3667 | 0.2177 | 0.1489 | 0.276 | 0.2267 | 0.1283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54543 | -41314 | -46630 | -300304 | -173758 | -233687 |
Profit Factor | 1.4619 | 1.5255 | 1.3925 | 1.2181 | 1.2942 | 1.1351 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Losing Trades | 126 | 60 | 66 | 126 | 60 | 66 |
Profitability (%) | 43.75 | 46.4286 | 41.0714 | 43.75 | 46.4286 | 41.0714 |
Ratio Avg Win / Avg Loss | 1.8796 | 1.7601 | 1.9979 | 1.5661 | 1.4933 | 1.6287 |
Largest Winning Trade | 31267 | 31267 | 26940 | 107129 | 107129 | 83686 |
Largest Losing Trade | -12909 | -9189 | -12909 | -61131 | -54352 | -61131 |
Avg Bars in Trades | 110 | 106 | 113 | 110 | 106 | 113 |
Avg Bars in Winners | 158 | 149 | 168 | 158 | 149 | 168 |
Avg Bars in Losers | 72 | 69 | 75 | 72 | 69 | 75 |
Bars Traded | 24685 | 11939 | 12746 | 24685 | 11939 | 12746 |
Profit Streak | 7.0921 | 8.6546 | 0 | 7.0921 | 8.6546 | 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 | 363092 | 316861 | 116372 | 281551 | 228735 | -96806 |
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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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