Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88300.3999 | 54031.8971 | 34268.5028 | 87015.0189 | 79066.7755 | 7948.2434 |
Total P&L (%) | 88.3004 | 54.0319 | 34.2685 | 87.015 | 79.0668 | 7.9482 |
Avg Daily Profit (%) | 0.6357 | 0.389 | 0.2467 | 0.4517 | 0.4203 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39205 | -28627 | -30027 | -82378 | -38348 | -73095 |
Profit Factor | 1.3074 | 1.3833 | 1.2343 | 1.2041 | 1.4301 | 1.0328 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 133 | 60 | 73 | 133 | 60 | 73 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 62.4413 | 56.6038 | 68.2243 | 62.4413 | 56.6038 | 68.2243 |
Ratio Avg Win / Avg Loss | 0.7864 | 1.0605 | 0.5749 | 0.7243 | 1.0964 | 0.481 |
Largest Winning Trade | 30662 | 30662 | 11458 | 30832 | 30832 | 16120 |
Largest Losing Trade | -22205 | -17810 | -22205 | -52340 | -16299 | -52340 |
Avg Bars in Trades | 60 | 62 | 59 | 60 | 62 | 59 |
Avg Bars in Winners | 48 | 47 | 49 | 48 | 47 | 49 |
Avg Bars in Losers | 80 | 81 | 79 | 80 | 81 | 79 |
Bars Traded | 12908 | 6591 | 6317 | 12908 | 6591 | 6317 |
Profit Streak | 137.7264 | 0 | 137.8305 | 137.7264 | 0 | 137.8305 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407657 | 272426 | 160706 | 328311 | 330672 | -470130 |
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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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