Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81152.6824 | 39385.1791 | 41767.5034 | 94166.2034 | 44322.9693 | 49843.2341 |
Total P&L (%) | 81.1527 | 39.3852 | 41.7675 | 94.1662 | 44.323 | 49.8432 |
Avg Daily Profit (%) | 0.3116 | 0.1512 | 0.1604 | 0.2551 | 0.141 | 0.1554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25366 | -19691 | -19511 | -42436 | -29631 | -31296 |
Profit Factor | 1.3497 | 1.3198 | 1.3834 | 1.2917 | 1.2587 | 1.3289 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 142 | 73 | 69 | 142 | 73 | 69 |
Losing Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Profitability (%) | 65.1376 | 66.9725 | 63.3028 | 65.1376 | 66.9725 | 63.3028 |
Ratio Avg Win / Avg Loss | 0.7224 | 0.6509 | 0.802 | 0.6913 | 0.6207 | 0.7704 |
Largest Winning Trade | 11925 | 11925 | 7174 | 16834 | 16834 | 8047 |
Largest Losing Trade | -15844 | -15844 | -11924 | -19708 | -19708 | -18421 |
Avg Bars in Trades | 112 | 106 | 117 | 112 | 106 | 117 |
Avg Bars in Winners | 76 | 77 | 75 | 76 | 77 | 75 |
Avg Bars in Losers | 179 | 165 | 191 | 179 | 165 | 191 |
Bars Traded | 24494 | 11647 | 12847 | 24494 | 11647 | 12847 |
Profit Streak | 3.8606 | 3.8606 | 16.5585 | 3.8606 | 3.8606 | 16.5585 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344024 | 131655 | 209731 | 313878 | -8313 | 222051 |
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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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