Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83555.8247 | 59946.8111 | 23609.0136 | 70801.761 | 62964.9746 | 7836.7864 |
Total P&L (%) | 83.5558 | 59.9468 | 23.609 | 70.8018 | 62.965 | 7.8368 |
Avg Daily Profit (%) | 0.3209 | 0.2302 | 0.0907 | 0.2058 | 0.1877 | 0.029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35602 | -28838 | -38917 | -35640 | -28520 | -39399 |
Profit Factor | 1.2498 | 1.3959 | 1.129 | 1.2086 | 1.4214 | 1.0413 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 53.8117 | 54.4643 | 53.1532 | 53.8117 | 54.4643 | 53.1532 |
Ratio Avg Win / Avg Loss | 1.0727 | 1.167 | 0.995 | 1.0374 | 1.1884 | 0.9177 |
Largest Winning Trade | 18193 | 18193 | 15205 | 16825 | 16825 | 12940 |
Largest Losing Trade | -34286 | -17078 | -34286 | -34764 | -17308 | -34764 |
Avg Bars in Trades | 110 | 106 | 113 | 110 | 106 | 113 |
Avg Bars in Winners | 115 | 111 | 119 | 115 | 111 | 119 |
Avg Bars in Losers | 104 | 101 | 107 | 104 | 101 | 107 |
Bars Traded | 24595 | 11983 | 12612 | 24595 | 11983 | 12612 |
Profit Streak | 3.4359 | 6.3838 | 3.4359 | 3.4359 | 6.3838 | 3.4359 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318339 | 301853 | -158729 | 273873 | 301647 | -498752 |
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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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