Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217454.083 | 132250.9197 | 85203.1632 | 395465.9196 | 288803.1059 | 106662.8137 |
Total P&L (%) | 217.4541 | 132.2509 | 85.2032 | 395.4659 | 288.8031 | 106.6628 |
Avg Daily Profit (%) | 0.4175 | 0.2539 | 0.1636 | 0.3077 | 0.2611 | 0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49896 | -30190 | -50939 | -348276 | -118600 | -332497 |
Profit Factor | 1.5189 | 1.6449 | 1.3981 | 1.2406 | 1.3935 | 1.1172 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Losing Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Profitability (%) | 56 | 57.5221 | 54.4643 | 56 | 57.5221 | 54.4643 |
Ratio Avg Win / Avg Loss | 1.1934 | 1.2147 | 1.1689 | 0.9747 | 1.029 | 0.9341 |
Largest Winning Trade | 24240 | 24240 | 19889 | 95955 | 74453 | 95955 |
Largest Losing Trade | -27863 | -20873 | -27863 | -184003 | -107363 | -184003 |
Avg Bars in Trades | 108 | 113 | 104 | 108 | 113 | 104 |
Avg Bars in Winners | 100 | 110 | 89 | 100 | 110 | 89 |
Avg Bars in Losers | 119 | 117 | 122 | 119 | 117 | 122 |
Bars Traded | 24510 | 12834 | 11676 | 24510 | 12834 | 11676 |
Profit Streak | 5.8409 | 24.6534 | 0 | 5.8409 | 24.6534 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467576 | 421311 | 278883 | 312575 | 374955 | -100332 |
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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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