Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103218.0343 | 61767.154 | 41450.8803 | 107867.9766 | 72879.8607 | 34988.1159 |
Total P&L (%) | 103.218 | 61.7672 | 41.4509 | 107.868 | 72.8799 | 34.9881 |
Avg Daily Profit (%) | 0.3964 | 0.2372 | 0.1592 | 0.2814 | 0.2104 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37869 | -48096 | -37402 | -52418 | -56550 | -44316 |
Profit Factor | 1.315 | 1.3918 | 1.2438 | 1.2558 | 1.3564 | 1.1611 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Losing Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Profitability (%) | 44.8889 | 46.9027 | 42.8571 | 44.8889 | 46.9027 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.6144 | 1.5756 | 1.6584 | 1.5418 | 1.5356 | 1.5482 |
Largest Winning Trade | 33216 | 33216 | 14828 | 33558 | 33558 | 25241 |
Largest Losing Trade | -11326 | -9827 | -11326 | -17918 | -14341 | -17918 |
Avg Bars in Trades | 109 | 109 | 109 | 109 | 109 | 109 |
Avg Bars in Winners | 140 | 129 | 152 | 140 | 129 | 152 |
Avg Bars in Losers | 84 | 92 | 76 | 84 | 92 | 76 |
Bars Traded | 24642 | 12416 | 12226 | 24642 | 12416 | 12226 |
Profit Streak | 5.6024 | 9.8419 | 0 | 5.6024 | 9.8419 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327050 | 266301 | 57626 | 278659 | 270051 | -88397 |
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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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