Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191646.8135 | 114726.1256 | 76920.6879 | 318566.2491 | 216125.3595 | 102440.8895 |
Total P&L (%) | 191.6468 | 114.7261 | 76.9207 | 318.5662 | 216.1254 | 102.4409 |
Avg Daily Profit (%) | 0.368 | 0.2203 | 0.1477 | 0.2753 | 0.2212 | 0.1355 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37954 | -42374 | -35131 | -207089 | -170342 | -172129 |
Profit Factor | 1.4651 | 1.5657 | 1.3677 | 1.2255 | 1.3089 | 1.1437 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Profitability (%) | 43.8053 | 44.2478 | 43.3628 | 43.8053 | 44.2478 | 43.3628 |
Ratio Avg Win / Avg Loss | 1.8795 | 1.9727 | 1.7864 | 1.5721 | 1.6492 | 1.4938 |
Largest Winning Trade | 39973 | 39973 | 24287 | 92996 | 92996 | 80557 |
Largest Losing Trade | -11475 | -8679 | -11475 | -48376 | -48376 | -38284 |
Avg Bars in Trades | 109 | 105 | 113 | 109 | 105 | 113 |
Avg Bars in Winners | 163 | 154 | 172 | 163 | 154 | 172 |
Avg Bars in Losers | 67 | 67 | 67 | 67 | 67 | 67 |
Bars Traded | 24749 | 11953 | 12796 | 24749 | 11953 | 12796 |
Profit Streak | 0 | 15.3688 | 0 | 0 | 15.3688 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340766 | 327508 | 83429 | 259525 | 271319 | -78012 |
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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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