Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161465.9232 | 73689.7262 | 87776.1971 | 246139.3278 | 131976.2794 | 114163.0485 |
Total P&L (%) | 161.4659 | 73.6897 | 87.7762 | 246.1393 | 131.9763 | 114.163 |
Avg Daily Profit (%) | 0.62 | 0.283 | 0.3371 | 0.4779 | 0.3236 | 0.2929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54453 | -32851 | -36754 | -43215 | -29934 | -39435 |
Profit Factor | 1.4021 | 1.3757 | 1.4273 | 1.4556 | 1.5061 | 1.4086 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Profitability (%) | 42.6724 | 41.3793 | 43.9655 | 42.6724 | 41.3793 | 43.9655 |
Ratio Avg Win / Avg Loss | 1.8836 | 1.9489 | 1.8191 | 1.9555 | 2.1336 | 1.7952 |
Largest Winning Trade | 30780 | 22394 | 30780 | 35491 | 35491 | 30480 |
Largest Losing Trade | -11905 | -10298 | -11905 | -26985 | -20614 | -26985 |
Avg Bars in Trades | 105 | 110 | 100 | 105 | 110 | 100 |
Avg Bars in Winners | 157 | 157 | 157 | 157 | 157 | 157 |
Avg Bars in Losers | 67 | 78 | 56 | 67 | 78 | 56 |
Bars Traded | 24555 | 12861 | 11694 | 24555 | 12861 | 11694 |
Profit Streak | 5.2752 | 0 | 8.0148 | 5.2752 | 0 | 8.0148 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385562 | 179783 | 284721 | 353619 | 220975 | 267004 |
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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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