Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130803.7261 | 85003.4385 | 45800.2876 | 109711.9991 | 90779.4394 | 18932.5597 |
Total P&L (%) | 130.8037 | 85.0034 | 45.8003 | 109.712 | 90.7794 | 18.9326 |
Avg Daily Profit (%) | 0.2511 | 0.1632 | 0.0879 | 0.1423 | 0.1241 | 0.0333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56723 | -30188 | -56035 | -188187 | -91364 | -172410 |
Profit Factor | 1.2727 | 1.3391 | 1.1999 | 1.0966 | 1.1606 | 1.0332 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 53.7383 | 51.4019 | 56.0748 | 53.7383 | 51.4019 | 56.0748 |
Ratio Avg Win / Avg Loss | 1.0956 | 1.2661 | 0.9399 | 0.9441 | 1.0973 | 0.8094 |
Largest Winning Trade | 22962 | 22962 | 17634 | 49530 | 49530 | 43135 |
Largest Losing Trade | -27710 | -19022 | -27710 | -91539 | -48805 | -91539 |
Avg Bars in Trades | 115 | 120 | 111 | 115 | 120 | 111 |
Avg Bars in Winners | 101 | 110 | 92 | 101 | 110 | 92 |
Avg Bars in Losers | 132 | 130 | 134 | 132 | 130 | 134 |
Bars Traded | 24761 | 12878 | 11883 | 24761 | 12878 | 11883 |
Profit Streak | 0 | 13.4074 | 0 | 0 | 13.4074 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324391 | 289866 | -79601 | -117942 | -70802 | -341719 |
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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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