Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204636.771 | 94833.7019 | 109803.0691 | 456885.0251 | 217121.9931 | 239763.032 |
Total P&L (%) | 204.6368 | 94.8337 | 109.8031 | 456.885 | 217.122 | 239.763 |
Avg Daily Profit (%) | 0.7858 | 0.3642 | 0.4216 | 0.6616 | 0.4442 | 0.4708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57267 | -38868 | -29260 | -77777 | -48999 | -53126 |
Profit Factor | 1.5626 | 1.5157 | 1.6106 | 1.6329 | 1.5952 | 1.6714 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 46.0076 | 47.3282 | 44.697 | 46.0076 | 47.3282 | 44.697 |
Ratio Avg Win / Avg Loss | 1.8339 | 1.6868 | 1.9928 | 1.9163 | 1.7753 | 2.068 |
Largest Winning Trade | 25705 | 19512 | 25705 | 69477 | 69477 | 54747 |
Largest Losing Trade | -10927 | -10927 | -9718 | -25536 | -25536 | -22116 |
Avg Bars in Trades | 93 | 97 | 89 | 93 | 97 | 89 |
Avg Bars in Winners | 130 | 131 | 129 | 130 | 131 | 129 |
Avg Bars in Losers | 62 | 66 | 57 | 62 | 66 | 57 |
Bars Traded | 24632 | 12761 | 11871 | 24632 | 12761 | 11871 |
Profit Streak | 2.5293 | 3.1231 | 2.5293 | 2.5293 | 3.1231 | 2.5293 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458903 | 283103 | 263299 | 431183 | 325214 | 282633 |
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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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