Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153857.2454 | 110389.6916 | 43467.5538 | 157725.0463 | 150640.9806 | 7084.0657 |
Total P&L (%) | 153.8572 | 110.3897 | 43.4676 | 157.725 | 150.641 | 7.0841 |
Avg Daily Profit (%) | 0.5777 | 0.4145 | 0.1632 | 0.3561 | 0.3456 | 0.0257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57725 | -52025 | -65521 | -107158 | -58053 | -140543 |
Profit Factor | 1.3821 | 1.5473 | 1.2163 | 1.2582 | 1.5217 | 1.022 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Profitability (%) | 46.4455 | 46.6667 | 46.2264 | 46.4455 | 46.6667 | 46.2264 |
Ratio Avg Win / Avg Loss | 1.5936 | 1.7684 | 1.4148 | 1.4508 | 1.7391 | 1.1889 |
Largest Winning Trade | 40419 | 40419 | 27443 | 68858 | 68858 | 45470 |
Largest Losing Trade | -22230 | -22230 | -20622 | -37773 | -24249 | -37773 |
Avg Bars in Trades | 59 | 58 | 59 | 59 | 58 | 59 |
Avg Bars in Winners | 73 | 77 | 70 | 73 | 77 | 70 |
Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
Bars Traded | 12508 | 6171 | 6337 | 12508 | 6171 | 6337 |
Profit Streak | 0 | 277.6443 | 0 | 0 | 277.6443 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392096 | 352875 | 66550 | 256655 | 326034 | -523762 |
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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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