Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 110266.0627 | 51918.746 | 58347.3167 | 173116.2212 | 63857.1927 | 109259.0285 |
Total P&L (%) | 110.2661 | 51.9187 | 58.3473 | 173.1162 | 63.8572 | 109.259 |
Avg Daily Profit (%) | 0.2402 | 0.1131 | 0.1271 | 0.2191 | 0.1076 | 0.161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22839 | -11065 | -22839 | -36396 | -26437 | -36396 |
Profit Factor | 1.8724 | 1.9639 | 1.8044 | 1.8738 | 1.6947 | 2.0288 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 216 | 105 | 111 | 216 | 105 | 111 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 82.4427 | 80.1527 | 84.7328 | 82.4427 | 80.1527 | 84.7328 |
Ratio Avg Win / Avg Loss | 0.3987 | 0.4863 | 0.3251 | 0.399 | 0.4196 | 0.3655 |
Largest Winning Trade | 13806 | 4503 | 13806 | 34494 | 6185 | 34494 |
Largest Losing Trade | -22839 | -9297 | -22839 | -36396 | -26437 | -36396 |
Avg Bars in Trades | 39 | 34 | 45 | 39 | 34 | 45 |
Avg Bars in Winners | 19 | 17 | 22 | 19 | 17 | 22 |
Avg Bars in Losers | 134 | 103 | 174 | 134 | 103 | 174 |
Bars Traded | 10474 | 4525 | 5949 | 10474 | 4525 | 5949 |
Profit Streak | 590.6418 | 0 | 601.0168 | 590.6418 | 0 | 601.0168 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506026 | -38780 | -18471 | 499633 | -46071 | 481341 |
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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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