Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103306.3588 | 60123.5447 | 43182.8141 | 126206.3912 | 88231.3895 | 37975.0017 |
Total P&L (%) | 103.3064 | 60.1235 | 43.1828 | 126.2064 | 88.2314 | 37.975 |
Avg Daily Profit (%) | 0.7437 | 0.4328 | 0.3109 | 0.5894 | 0.4564 | 0.232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33556 | -35926 | -30643 | -54502 | -33329 | -55866 |
Profit Factor | 1.3815 | 1.4694 | 1.3026 | 1.3738 | 1.6262 | 1.193 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 144 | 70 | 74 | 144 | 70 | 74 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 54.3396 | 53.0303 | 55.6391 | 54.3396 | 53.0303 | 55.6391 |
Ratio Avg Win / Avg Loss | 1.1609 | 1.3015 | 1.0386 | 1.1544 | 1.4403 | 0.9512 |
Largest Winning Trade | 25229 | 25229 | 11127 | 21606 | 21606 | 15251 |
Largest Losing Trade | -20024 | -15033 | -20024 | -29863 | -18117 | -29863 |
Avg Bars in Trades | 48 | 51 | 45 | 48 | 51 | 45 |
Avg Bars in Winners | 45 | 48 | 42 | 45 | 48 | 42 |
Avg Bars in Losers | 52 | 55 | 48 | 52 | 55 | 48 |
Bars Traded | 12837 | 6838 | 5999 | 12837 | 6838 | 5999 |
Profit Streak | 131.0095 | 0 | 131.0199 | 131.0095 | 0 | 131.0199 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489083 | 305248 | 217641 | 439894 | 366750 | -5062 |
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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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