Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106445.3679 | 64862.8706 | 41582.4973 | 130785.9933 | 64136.867 | 66649.1263 |
Total P&L (%) | 106.4454 | 64.8629 | 41.5825 | 130.786 | 64.1369 | 66.6491 |
Avg Daily Profit (%) | 1.2262 | 0.7472 | 0.479 | 0.968 | 0.5725 | 0.5901 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23865 | -26247 | -11148 | -58110 | -66065 | -25041 |
Profit Factor | 1.631 | 1.5614 | 1.7825 | 1.3776 | 1.2692 | 1.6165 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 47.2081 | 42.8571 | 51.5152 | 47.2081 | 42.8571 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.8239 | 2.0818 | 1.6777 | 1.5405 | 1.6923 | 1.5214 |
Largest Winning Trade | 58132 | 58132 | 13310 | 84372 | 84372 | 27876 |
Largest Losing Trade | -6347 | -5728 | -6347 | -13538 | -13538 | -13426 |
Avg Bars in Trades | 122 | 191 | 53 | 122 | 191 | 53 |
Avg Bars in Winners | 158 | 267 | 69 | 158 | 267 | 69 |
Avg Bars in Losers | 89 | 134 | 37 | 89 | 134 | 37 |
Bars Traded | 24076 | 18752 | 5324 | 24076 | 18752 | 5324 |
Profit Streak | 1.3683 | 1.6947 | 1.3683 | 1.3683 | 1.6947 | 1.3683 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430990 | 281271 | 239047 | 371837 | 161489 | 328573 |
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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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