Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147591.9181 | 67861.4271 | 79730.491 | 208334.1978 | 107638.7826 | 100695.4152 |
Total P&L (%) | 147.5919 | 67.8614 | 79.7305 | 208.3342 | 107.6388 | 100.6954 |
Avg Daily Profit (%) | 0.5667 | 0.2606 | 0.3062 | 0.4333 | 0.281 | 0.2679 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58888 | -61697 | -20925 | -50796 | -47380 | -33958 |
Profit Factor | 1.3629 | 1.3309 | 1.3954 | 1.4619 | 1.4909 | 1.4345 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Profitability (%) | 39.9225 | 38.7597 | 41.0853 | 39.9225 | 38.7597 | 41.0853 |
Ratio Avg Win / Avg Loss | 2.0509 | 2.1029 | 2.0009 | 2.2 | 2.3556 | 2.057 |
Largest Winning Trade | 23297 | 22301 | 23297 | 29623 | 29623 | 28377 |
Largest Losing Trade | -13411 | -13411 | -10537 | -23506 | -12405 | -23506 |
Avg Bars in Trades | 95 | 97 | 94 | 95 | 97 | 94 |
Avg Bars in Winners | 154 | 157 | 151 | 154 | 157 | 151 |
Avg Bars in Losers | 57 | 58 | 55 | 57 | 58 | 55 |
Bars Traded | 24759 | 12532 | 12227 | 24759 | 12532 | 12227 |
Profit Streak | 0 | 4.3238 | 0 | 0 | 4.3238 | 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 | 301328 | 125410 | 188353 | 282063 | 172005 | 185177 |
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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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