Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136196.8684 | 59439.5949 | 76757.2735 | 180704.6876 | 107891.518 | 72813.1696 |
Total P&L (%) | 136.1969 | 59.4396 | 76.7573 | 180.7047 | 107.8915 | 72.8132 |
Avg Daily Profit (%) | 0.523 | 0.2282 | 0.2947 | 0.3971 | 0.2814 | 0.2103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36592 | -51915 | -22920 | -116644 | -57851 | -64058 |
Profit Factor | 1.4228 | 1.3616 | 1.4865 | 1.322 | 1.3967 | 1.2517 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Profitability (%) | 42.7184 | 41.7476 | 43.6893 | 42.7184 | 41.7476 | 43.6893 |
Ratio Avg Win / Avg Loss | 1.9078 | 1.9 | 1.9159 | 1.7727 | 1.9489 | 1.6133 |
Largest Winning Trade | 40525 | 40525 | 21145 | 52394 | 52394 | 35402 |
Largest Losing Trade | -12987 | -10904 | -12987 | -40798 | -17042 | -40798 |
Avg Bars in Trades | 118 | 114 | 123 | 118 | 114 | 123 |
Avg Bars in Winners | 194 | 183 | 204 | 194 | 183 | 204 |
Avg Bars in Losers | 62 | 64 | 60 | 62 | 64 | 60 |
Bars Traded | 24503 | 11791 | 12712 | 24503 | 11791 | 12712 |
Profit Streak | 3.9705 | 0 | 8.1371 | 3.9705 | 0 | 8.1371 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321506 | 138441 | 279552 | 260602 | 187861 | 201921 |
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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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