Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72023.6543 | 43887.4826 | 28136.1718 | 56645.8163 | 52319.2609 | 4326.5554 |
Total P&L (%) | 72.0237 | 43.8875 | 28.1362 | 56.6458 | 52.3193 | 4.3266 |
Avg Daily Profit (%) | 0.2766 | 0.1685 | 0.108 | 0.1725 | 0.1617 | 0.0163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69244 | -30729 | -72519 | -133582 | -42611 | -137718 |
Profit Factor | 1.2137 | 1.2899 | 1.1516 | 1.1056 | 1.2298 | 1.014 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 116 | 54 | 62 | 116 | 54 | 62 |
Losing Trades | 108 | 58 | 50 | 108 | 58 | 50 |
Profitability (%) | 51.7857 | 48.2143 | 55.3571 | 51.7857 | 48.2143 | 55.3571 |
Ratio Avg Win / Avg Loss | 1.13 | 1.3854 | 0.9287 | 1.0293 | 1.3209 | 0.8178 |
Largest Winning Trade | 16886 | 16886 | 14706 | 20066 | 15333 | 20066 |
Largest Losing Trade | -28973 | -11061 | -28973 | -54877 | -12383 | -54877 |
Avg Bars in Trades | 109 | 105 | 114 | 109 | 105 | 114 |
Avg Bars in Winners | 124 | 112 | 135 | 124 | 112 | 135 |
Avg Bars in Losers | 93 | 98 | 88 | 93 | 98 | 88 |
Bars Traded | 24621 | 11804 | 12817 | 24621 | 11804 | 12817 |
Profit Streak | 6.2119 | 0 | 9.3994 | 6.2119 | 0 | 9.3994 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307241 | 113443 | -107347 | -97181 | 123249 | -543523 |
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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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