Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194774.8778 | 84168.9088 | 110605.969 | 374294.8297 | 128711.8175 | 245583.0122 |
Total P&L (%) | 194.7749 | 84.1689 | 110.606 | 374.2948 | 128.7118 | 245.583 |
Avg Daily Profit (%) | 0.7479 | 0.3232 | 0.4247 | 0.5995 | 0.3182 | 0.4773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45757 | -29768 | -41661 | -131944 | -77851 | -67782 |
Profit Factor | 1.438 | 1.363 | 1.5197 | 1.4489 | 1.2957 | 1.6163 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 141 | 69 | 72 | 141 | 69 | 72 |
Losing Trades | 213 | 108 | 105 | 213 | 108 | 105 |
Profitability (%) | 39.8305 | 38.9831 | 40.678 | 39.8305 | 38.9831 | 40.678 |
Ratio Avg Win / Avg Loss | 2.1723 | 2.1334 | 2.2162 | 2.1887 | 2.028 | 2.357 |
Largest Winning Trade | 26472 | 22485 | 26472 | 78668 | 52923 | 78668 |
Largest Losing Trade | -10430 | -10430 | -6252 | -26518 | -26518 | -19286 |
Avg Bars in Trades | 69 | 69 | 70 | 69 | 69 | 70 |
Avg Bars in Winners | 111 | 107 | 115 | 111 | 107 | 115 |
Avg Bars in Losers | 41 | 44 | 39 | 41 | 44 | 39 |
Bars Traded | 24650 | 12221 | 12429 | 24650 | 12221 | 12429 |
Profit Streak | 1.5182 | 0 | 2.0703 | 1.5182 | 0 | 2.0703 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300403 | 178040 | 195110 | 257143 | 161685 | 230084 |
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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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