Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119920.8221 | 67049.0373 | 52871.7848 | 183434.5815 | 112680.593 | 70753.9885 |
Total P&L (%) | 119.9208 | 67.049 | 52.8718 | 183.4346 | 112.6806 | 70.754 |
Avg Daily Profit (%) | 0.4605 | 0.2575 | 0.203 | 0.4009 | 0.2902 | 0.2057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25244 | -22033 | -19399 | -60071 | -35792 | -42382 |
Profit Factor | 1.5007 | 1.5911 | 1.4193 | 1.391 | 1.5128 | 1.2837 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 168 | 88 | 80 | 168 | 88 | 80 |
Losing Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Profitability (%) | 72.103 | 75.8621 | 68.3761 | 72.103 | 75.8621 | 68.3761 |
Ratio Avg Win / Avg Loss | 0.5806 | 0.5063 | 0.6564 | 0.5382 | 0.4813 | 0.5937 |
Largest Winning Trade | 11435 | 11435 | 7959 | 22679 | 22679 | 12138 |
Largest Losing Trade | -14278 | -14278 | -13530 | -31891 | -20796 | -31891 |
Avg Bars in Trades | 106 | 99 | 113 | 106 | 99 | 113 |
Avg Bars in Winners | 63 | 64 | 61 | 63 | 64 | 61 |
Avg Bars in Losers | 219 | 210 | 226 | 219 | 210 | 226 |
Bars Traded | 24873 | 11599 | 13274 | 24873 | 11599 | 13274 |
Profit Streak | 3.1797 | 9.9401 | 3.1797 | 3.1797 | 9.9401 | 3.1797 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436051 | 422050 | 226500 | 393571 | 421984 | 238575 |
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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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