Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143718.2253 | 45447.521 | 98270.7043 | 190778.7048 | 105962.3577 | 84816.3472 |
Total P&L (%) | 143.7182 | 45.4475 | 98.2707 | 190.7787 | 105.9624 | 84.8163 |
Avg Daily Profit (%) | 0.5519 | 0.1745 | 0.3774 | 0.4107 | 0.2778 | 0.2361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82487 | -61098 | -32834 | -97193 | -41111 | -74650 |
Profit Factor | 1.3173 | 1.212 | 1.412 | 1.3468 | 1.4386 | 1.2749 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Losing Trades | 169 | 80 | 89 | 169 | 80 | 89 |
Profitability (%) | 42.3208 | 45.2055 | 39.4558 | 42.3208 | 45.2055 | 39.4558 |
Ratio Avg Win / Avg Loss | 1.7954 | 1.4691 | 2.1668 | 1.8355 | 1.7437 | 1.9563 |
Largest Winning Trade | 21474 | 20537 | 21474 | 31813 | 29742 | 31813 |
Largest Losing Trade | -16210 | -12347 | -16210 | -17114 | -15397 | -17114 |
Avg Bars in Trades | 83 | 86 | 80 | 83 | 86 | 80 |
Avg Bars in Winners | 124 | 123 | 125 | 124 | 123 | 125 |
Avg Bars in Losers | 53 | 56 | 50 | 53 | 56 | 50 |
Bars Traded | 24438 | 12662 | 11775 | 24438 | 12662 | 11775 |
Profit Streak | 4.6134 | 0 | 7.4259 | 4.6134 | 0 | 7.4259 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339602 | 64210 | 233973 | 302649 | 248423 | 160346 |
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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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