Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119881.3011 | 65258.748 | 54622.5531 | 171879.761 | 104005.7271 | 67874.0339 |
Total P&L (%) | 119.8813 | 65.2587 | 54.6226 | 171.8798 | 104.0057 | 67.874 |
Avg Daily Profit (%) | 0.863 | 0.4698 | 0.3932 | 0.7226 | 0.5146 | 0.3736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59413 | -17784 | -52881 | -107660 | -24405 | -99201 |
Profit Factor | 1.4401 | 1.5542 | 1.3532 | 1.387 | 1.5503 | 1.2661 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Profitability (%) | 42.3423 | 44.1441 | 40.5405 | 42.3423 | 44.1441 | 40.5405 |
Ratio Avg Win / Avg Loss | 1.961 | 1.9666 | 1.9847 | 1.8887 | 1.9616 | 1.8569 |
Largest Winning Trade | 20632 | 20632 | 16864 | 37137 | 37137 | 24113 |
Largest Losing Trade | -15323 | -6772 | -15323 | -26534 | -11360 | -26534 |
Avg Bars in Trades | 59 | 57 | 60 | 59 | 57 | 60 |
Avg Bars in Winners | 83 | 82 | 85 | 83 | 82 | 85 |
Avg Bars in Losers | 40 | 37 | 44 | 40 | 37 | 44 |
Bars Traded | 13103 | 6343 | 6760 | 13103 | 6343 | 6760 |
Profit Streak | 132.0515 | 0 | 132.6973 | 132.0515 | 0 | 132.6973 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425732 | 289511 | 166213 | 388289 | 313815 | 172827 |
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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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