Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163939.2046 | 94219.979 | 69719.2256 | 206594.633 | 178353.2438 | 28241.3892 |
Total P&L (%) | 163.9392 | 94.22 | 69.7192 | 206.5946 | 178.3532 | 28.2414 |
Avg Daily Profit (%) | 0.3148 | 0.1809 | 0.1339 | 0.2153 | 0.1967 | 0.0478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59148 | -57959 | -47874 | -198106 | -180265 | -170441 |
Profit Factor | 1.3165 | 1.3335 | 1.2962 | 1.1594 | 1.265 | 1.0453 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Losing Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Profitability (%) | 46.2555 | 48.2456 | 44.2478 | 46.2555 | 48.2456 | 44.2478 |
Ratio Avg Win / Avg Loss | 1.5297 | 1.4305 | 1.6332 | 1.3471 | 1.357 | 1.3171 |
Largest Winning Trade | 23588 | 23588 | 19576 | 67733 | 67733 | 43815 |
Largest Losing Trade | -13879 | -12942 | -13879 | -55691 | -44236 | -55691 |
Avg Bars in Trades | 108 | 112 | 105 | 108 | 112 | 105 |
Avg Bars in Winners | 137 | 141 | 133 | 137 | 141 | 133 |
Avg Bars in Losers | 84 | 84 | 84 | 84 | 84 | 84 |
Bars Traded | 24719 | 12772 | 11947 | 24719 | 12772 | 11947 |
Profit Streak | 5.5602 | 14.331 | 0 | 5.5602 | 14.331 | 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 | 351585 | 263484 | -16230 | -37563 | 253290 | -306099 |
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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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