Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106835.1365 | 59043.3601 | 47791.7764 | 118707.5467 | 71639.204 | 47068.3427 |
Total P&L (%) | 106.8351 | 59.0434 | 47.7918 | 118.7075 | 71.6392 | 47.0683 |
Avg Daily Profit (%) | 0.4102 | 0.2267 | 0.1835 | 0.301 | 0.2077 | 0.1482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56325 | -35925 | -37208 | -140213 | -97579 | -81551 |
Profit Factor | 1.3474 | 1.3545 | 1.3389 | 1.1964 | 1.2214 | 1.1675 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Losing Trades | 106 | 56 | 50 | 106 | 56 | 50 |
Profitability (%) | 48.5437 | 45.6311 | 51.4563 | 48.5437 | 45.6311 | 51.4563 |
Ratio Avg Win / Avg Loss | 1.4282 | 1.6139 | 1.2631 | 1.2681 | 1.4553 | 1.1014 |
Largest Winning Trade | 36077 | 36077 | 12682 | 67897 | 67897 | 23104 |
Largest Losing Trade | -11822 | -11822 | -11194 | -27794 | -19938 | -27794 |
Avg Bars in Trades | 119 | 122 | 117 | 119 | 122 | 117 |
Avg Bars in Winners | 139 | 143 | 136 | 139 | 143 | 136 |
Avg Bars in Losers | 101 | 104 | 97 | 101 | 104 | 97 |
Bars Traded | 24694 | 12572 | 12122 | 24694 | 12572 | 12122 |
Profit Streak | 4.9783 | 10.9887 | 0 | 4.9783 | 10.9887 | 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 | 345777 | 244819 | 172278 | 135547 | 195964 | -34534 |
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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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