Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234350.6941 | 137460.4531 | 96890.241 | 514867.3545 | 383089.1813 | 131778.1732 |
Total P&L (%) | 234.3507 | 137.4605 | 96.8902 | 514.8674 | 383.0892 | 131.7782 |
Avg Daily Profit (%) | 0.45 | 0.2639 | 0.186 | 0.3493 | 0.3029 | 0.1615 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49968 | -46930 | -34771 | -274638 | -193230 | -203883 |
Profit Factor | 1.5369 | 1.6221 | 1.4496 | 1.2994 | 1.4355 | 1.1568 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Profitability (%) | 47.4138 | 48.2759 | 46.5517 | 47.4138 | 48.2759 | 46.5517 |
Ratio Avg Win / Avg Loss | 1.7046 | 1.7379 | 1.6643 | 1.4411 | 1.538 | 1.3282 |
Largest Winning Trade | 30877 | 30877 | 25402 | 137096 | 137096 | 81766 |
Largest Losing Trade | -18978 | -18978 | -14371 | -83072 | -83072 | -63615 |
Avg Bars in Trades | 106 | 101 | 110 | 106 | 101 | 110 |
Avg Bars in Winners | 140 | 130 | 150 | 140 | 130 | 150 |
Avg Bars in Losers | 75 | 74 | 76 | 75 | 74 | 76 |
Bars Traded | 24683 | 11817 | 12866 | 24683 | 11817 | 12866 |
Profit Streak | 4.1492 | 15.7742 | 0 | 4.1492 | 15.7742 | 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 | 430509 | 404566 | 268385 | 322288 | 378826 | -42868 |
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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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