Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116210.6642 | 69261.2906 | 46949.3736 | 143888.2873 | 91808.5452 | 52079.7421 |
Total P&L (%) | 116.2107 | 69.2613 | 46.9494 | 143.8883 | 91.8085 | 52.0797 |
Avg Daily Profit (%) | 0.8366 | 0.4986 | 0.338 | 0.6439 | 0.47 | 0.3023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47854 | -29325 | -31466 | -42523 | -28257 | -34379 |
Profit Factor | 1.3867 | 1.4527 | 1.3183 | 1.3988 | 1.5292 | 1.2781 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Losing Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Profitability (%) | 54.0284 | 56.1905 | 51.8868 | 54.0284 | 56.1905 | 51.8868 |
Ratio Avg Win / Avg Loss | 1.1799 | 1.1326 | 1.2224 | 1.1902 | 1.1922 | 1.1852 |
Largest Winning Trade | 18069 | 18069 | 13785 | 19158 | 19158 | 17612 |
Largest Losing Trade | -27229 | -27229 | -21357 | -26422 | -26422 | -22417 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 68 | 69 | 67 | 68 | 69 | 67 |
Avg Bars in Losers | 52 | 52 | 51 | 52 | 52 | 51 |
Bars Traded | 12897 | 6537 | 6360 | 12897 | 6537 | 6360 |
Profit Streak | 133.4487 | 0 | 133.7299 | 133.4487 | 0 | 133.7299 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497125 | 355962 | 221461 | 450610 | 365745 | 216384 |
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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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