Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78043.7134 | 46994.2745 | 31049.4389 | 87917.9858 | 57486.6199 | 30431.366 |
Total P&L (%) | 78.0437 | 46.9943 | 31.0494 | 87.918 | 57.4866 | 30.4314 |
Avg Daily Profit (%) | 0.2997 | 0.1805 | 0.1192 | 0.2425 | 0.1746 | 0.1021 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28889 | -26016 | -21469 | -44859 | -27738 | -31124 |
Profit Factor | 1.332 | 1.3986 | 1.265 | 1.2845 | 1.3736 | 1.1962 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Losing Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Profitability (%) | 69.5238 | 73.3333 | 65.7143 | 69.5238 | 73.3333 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.5839 | 0.5086 | 0.66 | 0.5631 | 0.4995 | 0.6241 |
Largest Winning Trade | 11159 | 11159 | 6971 | 13261 | 13261 | 7269 |
Largest Losing Trade | -16128 | -16128 | -12725 | -19583 | -14727 | -19583 |
Avg Bars in Trades | 117 | 110 | 124 | 117 | 110 | 124 |
Avg Bars in Winners | 73 | 72 | 75 | 73 | 72 | 75 |
Avg Bars in Losers | 217 | 217 | 218 | 217 | 217 | 218 |
Bars Traded | 24725 | 11645 | 13080 | 24725 | 11645 | 13080 |
Profit Streak | 0 | 0 | 5.7457 | 0 | 0 | 5.7457 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335536 | 234208 | -37110 | 307500 | 254467 | -64669 |
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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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