Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45729.8743 | 22512.3588 | 23217.5155 | 47792.7302 | 25177.7343 | 22614.9959 |
Total P&L (%) | 45.7299 | 22.5124 | 23.2175 | 47.7927 | 25.1777 | 22.615 |
Avg Daily Profit (%) | 0.5916 | 0.2912 | 0.3004 | 0.5066 | 0.2909 | 0.2641 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26471 | -13256 | -18695 | -45450 | -14454 | -32067 |
Profit Factor | 1.298 | 1.3196 | 1.2797 | 1.2406 | 1.2792 | 1.2086 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 103 | 53 | 50 | 103 | 53 | 50 |
Losing Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Profitability (%) | 51.7588 | 53.5354 | 50 | 51.7588 | 53.5354 | 50 |
Ratio Avg Win / Avg Loss | 1.2098 | 1.1453 | 1.2797 | 1.1563 | 1.1102 | 1.2086 |
Largest Winning Trade | 9517 | 9517 | 9470 | 14023 | 14023 | 11361 |
Largest Losing Trade | -10514 | -5503 | -10514 | -11496 | -9008 | -11496 |
Avg Bars in Trades | 110 | 98 | 122 | 110 | 98 | 122 |
Avg Bars in Winners | 144 | 113 | 176 | 144 | 113 | 176 |
Avg Bars in Losers | 74 | 80 | 69 | 74 | 80 | 69 |
Bars Traded | 22020 | 9729 | 12291 | 22020 | 9729 | 12291 |
Profit Streak | 25.5083 | 0 | 25.7478 | 25.5083 | 0 | 25.7478 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329849 | 56938 | 71021 | 297681 | 108227 | 29746 |
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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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