Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138872.0801 | 71789.2089 | 67082.8711 | 197618.526 | 139871.0153 | 57747.5108 |
Total P&L (%) | 138.8721 | 71.7892 | 67.0829 | 197.6185 | 139.871 | 57.7475 |
Avg Daily Profit (%) | 0.5333 | 0.2757 | 0.2576 | 0.4197 | 0.3365 | 0.1752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44959 | -36095 | -35815 | -80123 | -50399 | -84305 |
Profit Factor | 1.404 | 1.4349 | 1.3755 | 1.301 | 1.4581 | 1.1644 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Losing Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Profitability (%) | 45.2915 | 48.6486 | 41.9643 | 45.2915 | 48.6486 | 41.9643 |
Ratio Avg Win / Avg Loss | 1.6959 | 1.5146 | 1.9023 | 1.5715 | 1.5391 | 1.6104 |
Largest Winning Trade | 21987 | 21244 | 21987 | 43746 | 43746 | 26964 |
Largest Losing Trade | -13705 | -9374 | -13705 | -26793 | -19839 | -26793 |
Avg Bars in Trades | 110 | 110 | 109 | 110 | 110 | 109 |
Avg Bars in Winners | 158 | 150 | 166 | 158 | 150 | 166 |
Avg Bars in Losers | 70 | 72 | 68 | 70 | 72 | 68 |
Bars Traded | 24550 | 12252 | 12298 | 24550 | 12252 | 12298 |
Profit Streak | 2.2607 | 0 | 3.5836 | 2.2607 | 0 | 3.5836 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302543 | 291855 | 167421 | 244935 | 315699 | -36862 |
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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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