Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113045.8518 | 66155.9626 | 46889.8892 | 145924.0291 | 77847.8266 | 68076.2024 |
Total P&L (%) | 113.0459 | 66.156 | 46.8899 | 145.924 | 77.8478 | 68.0762 |
Avg Daily Profit (%) | 0.4341 | 0.254 | 0.1801 | 0.3461 | 0.2213 | 0.1996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39584 | -40948 | -14701 | -60700 | -61109 | -18035 |
Profit Factor | 1.4262 | 1.3697 | 1.5432 | 1.3609 | 1.2894 | 1.503 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 52.4887 | 50.9091 | 54.0541 | 52.4887 | 50.9091 | 54.0541 |
Ratio Avg Win / Avg Loss | 1.2909 | 1.3208 | 1.3117 | 1.2318 | 1.2433 | 1.2775 |
Largest Winning Trade | 25500 | 25500 | 8058 | 25388 | 25388 | 15208 |
Largest Losing Trade | -24992 | -24992 | -5493 | -34113 | -34113 | -8463 |
Avg Bars in Trades | 109 | 162 | 56 | 109 | 162 | 56 |
Avg Bars in Winners | 131 | 206 | 60 | 131 | 206 | 60 |
Avg Bars in Losers | 84 | 116 | 51 | 84 | 116 | 51 |
Bars Traded | 24099 | 17839 | 6260 | 24099 | 17839 | 6260 |
Profit Streak | 8.3839 | 11.8943 | 8.3839 | 8.3839 | 11.8943 | 8.3839 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420691 | 283850 | 250338 | 379255 | 265328 | 300843 |
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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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