Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113658.6779 | 55226.5662 | 58432.1116 | 134135.2244 | 86119.747 | 48015.4775 |
Total P&L (%) | 113.6587 | 55.2266 | 58.4321 | 134.1352 | 86.1197 | 48.0155 |
Avg Daily Profit (%) | 0.4364 | 0.2121 | 0.2244 | 0.3272 | 0.2388 | 0.1507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42354 | -50022 | -30797 | -50195 | -57605 | -49455 |
Profit Factor | 1.313 | 1.303 | 1.3231 | 1.2832 | 1.3776 | 1.1955 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Profitability (%) | 46.0177 | 46.9027 | 45.1327 | 46.0177 | 46.9027 | 45.1327 |
Ratio Avg Win / Avg Loss | 1.5403 | 1.4751 | 1.6085 | 1.5053 | 1.5596 | 1.4534 |
Largest Winning Trade | 20591 | 20591 | 18435 | 28076 | 28076 | 20154 |
Largest Losing Trade | -12323 | -11085 | -12323 | -23515 | -11030 | -23515 |
Avg Bars in Trades | 109 | 115 | 103 | 109 | 115 | 103 |
Avg Bars in Winners | 158 | 163 | 153 | 158 | 163 | 153 |
Avg Bars in Losers | 67 | 72 | 61 | 67 | 72 | 61 |
Bars Traded | 24690 | 13043 | 11647 | 24690 | 13043 | 11647 |
Profit Streak | 7.451 | 13.0656 | 7.451 | 7.451 | 13.0656 | 7.451 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389424 | 201138 | 215844 | 349258 | 301252 | -2134 |
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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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