Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91605.461 | 46521.1345 | 45084.3265 | 115982.9596 | 58122.5645 | 57860.3952 |
Total P&L (%) | 91.6055 | 46.5211 | 45.0843 | 115.983 | 58.1226 | 57.8604 |
Avg Daily Profit (%) | 0.3518 | 0.1786 | 0.1731 | 0.2961 | 0.1761 | 0.1755 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24448 | -26581 | -20346 | -38791 | -31261 | -29573 |
Profit Factor | 1.4117 | 1.4014 | 1.4229 | 1.384 | 1.3638 | 1.4068 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 72.8571 | 74.2857 | 71.4286 | 72.8571 | 74.2857 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5259 | 0.4851 | 0.5692 | 0.5156 | 0.4721 | 0.5627 |
Largest Winning Trade | 10194 | 10194 | 7174 | 14140 | 14140 | 9452 |
Largest Losing Trade | -15049 | -15049 | -14874 | -17913 | -15043 | -17913 |
Avg Bars in Trades | 115 | 107 | 122 | 115 | 107 | 122 |
Avg Bars in Winners | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Losers | 219 | 208 | 229 | 219 | 208 | 229 |
Bars Traded | 24213 | 11307 | 12906 | 24213 | 11307 | 12906 |
Profit Streak | 6.4621 | 6.4621 | 21.1184 | 6.4621 | 6.4621 | 21.1184 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443428 | 279106 | 281119 | 420227 | 300692 | 312878 |
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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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