Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137663.9992 | 62953.4819 | 74710.5173 | 156084.3764 | 59714.479 | 96369.8974 |
Total P&L (%) | 137.664 | 62.9535 | 74.7105 | 156.0844 | 59.7145 | 96.3699 |
Avg Daily Profit (%) | 0.5286 | 0.2417 | 0.2869 | 0.3617 | 0.18 | 0.2595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97876 | -46827 | -73493 | -130716 | -66841 | -99810 |
Profit Factor | 1.3004 | 1.2912 | 1.3086 | 1.2376 | 1.1934 | 1.2768 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 149 | 76 | 73 | 149 | 76 | 73 |
Losing Trades | 161 | 79 | 82 | 161 | 79 | 82 |
Profitability (%) | 48.0645 | 49.0323 | 47.0968 | 48.0645 | 49.0323 | 47.0968 |
Ratio Avg Win / Avg Loss | 1.4051 | 1.3422 | 1.4699 | 1.3373 | 1.2405 | 1.4342 |
Largest Winning Trade | 28177 | 28177 | 19586 | 32334 | 32334 | 24627 |
Largest Losing Trade | -30003 | -13450 | -30003 | -41759 | -14292 | -41759 |
Avg Bars in Trades | 79 | 82 | 76 | 79 | 82 | 76 |
Avg Bars in Winners | 84 | 77 | 90 | 84 | 77 | 90 |
Avg Bars in Losers | 74 | 85 | 63 | 74 | 85 | 63 |
Bars Traded | 24535 | 12710 | 11825 | 24535 | 12710 | 11825 |
Profit Streak | 4.611 | 0 | 14.3818 | 4.611 | 0 | 14.3818 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372243 | 216830 | 282853 | 307079 | -2541 | 267423 |
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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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