Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204215.1682 | 110039.5661 | 94175.6022 | 270442.994 | 142523.2349 | 127919.7591 |
Total P&L (%) | 204.2152 | 110.0396 | 94.1756 | 270.443 | 142.5232 | 127.9198 |
Avg Daily Profit (%) | 0.3921 | 0.2113 | 0.1808 | 0.2517 | 0.1702 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115480 | -75920 | -66147 | -94696 | -72813 | -47021 |
Profit Factor | 1.3613 | 1.3706 | 1.3511 | 1.6877 | 1.7336 | 1.6428 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Losing Trades | 100 | 47 | 53 | 100 | 47 | 53 |
Profitability (%) | 53.0516 | 55.6604 | 50.4673 | 53.0516 | 55.6604 | 50.4673 |
Ratio Avg Win / Avg Loss | 1.2047 | 1.0918 | 1.3261 | 1.4935 | 1.381 | 1.6124 |
Largest Winning Trade | 34248 | 20002 | 34248 | 32535 | 32535 | 24790 |
Largest Losing Trade | -24884 | -24884 | -23609 | -23774 | -23774 | -16399 |
Avg Bars in Trades | 114 | 115 | 113 | 114 | 115 | 113 |
Avg Bars in Winners | 114 | 121 | 106 | 114 | 121 | 106 |
Avg Bars in Losers | 115 | 108 | 122 | 115 | 108 | 122 |
Bars Traded | 24465 | 12269 | 12196 | 24465 | 12269 | 12196 |
Profit Streak | 9.9771 | 38.4146 | 9.9771 | 9.9771 | 38.4146 | 9.9771 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423607 | 347841 | 278620 | 439021 | 394976 | 369420 |
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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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