Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127448.146 | 71607.286 | 55840.86 | 165874.3004 | 91730.7996 | 74143.5008 |
Total P&L (%) | 127.4481 | 71.6073 | 55.8409 | 165.8743 | 91.7308 | 74.1435 |
Avg Daily Profit (%) | 0.4894 | 0.275 | 0.2144 | 0.3762 | 0.2503 | 0.2132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45770 | -33294 | -20467 | -130841 | -97918 | -55813 |
Profit Factor | 1.4112 | 1.4738 | 1.3515 | 1.311 | 1.3231 | 1.2972 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 129 | 61 | 68 | 129 | 61 | 68 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 55.6034 | 52.5862 | 58.6207 | 55.6034 | 52.5862 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.1267 | 1.3289 | 0.954 | 1.0468 | 1.1929 | 0.9157 |
Largest Winning Trade | 37393 | 37393 | 25466 | 68414 | 68414 | 24859 |
Largest Losing Trade | -12811 | -7557 | -12811 | -22205 | -22205 | -17533 |
Avg Bars in Trades | 106 | 97 | 116 | 106 | 97 | 116 |
Avg Bars in Winners | 100 | 86 | 113 | 100 | 86 | 113 |
Avg Bars in Losers | 114 | 109 | 120 | 114 | 109 | 120 |
Bars Traded | 24804 | 11289 | 13515 | 24804 | 11289 | 13515 |
Profit Streak | 1.7237 | 3.3696 | 0 | 1.7237 | 3.3696 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326958 | 262859 | 180310 | 270090 | 222087 | 201980 |
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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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