Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166839.9894 | 76706.5255 | 90133.4638 | 260529.5229 | 121046.965 | 139482.558 |
Total P&L (%) | 166.84 | 76.7065 | 90.1335 | 260.5295 | 121.047 | 139.4826 |
Avg Daily Profit (%) | 0.6407 | 0.2945 | 0.3461 | 0.4937 | 0.3051 | 0.3359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77459 | -69608 | -33162 | -57523 | -45138 | -25556 |
Profit Factor | 1.3652 | 1.3289 | 1.403 | 1.7269 | 1.6805 | 1.7725 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Losing Trades | 191 | 93 | 98 | 191 | 93 | 98 |
Profitability (%) | 42.2961 | 43.6364 | 40.9639 | 42.2961 | 43.6364 | 40.9639 |
Ratio Avg Win / Avg Loss | 1.8625 | 1.7165 | 2.0219 | 2.3559 | 2.1707 | 2.5545 |
Largest Winning Trade | 26862 | 23045 | 26862 | 39604 | 39604 | 37859 |
Largest Losing Trade | -12408 | -12408 | -9682 | -18331 | -8708 | -18331 |
Avg Bars in Trades | 73 | 76 | 70 | 73 | 76 | 70 |
Avg Bars in Winners | 107 | 107 | 107 | 107 | 107 | 107 |
Avg Bars in Losers | 49 | 53 | 45 | 49 | 53 | 45 |
Bars Traded | 24459 | 12690 | 11769 | 24459 | 12690 | 11769 |
Profit Streak | 5.473 | 0 | 9.1814 | 5.473 | 0 | 9.1814 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396966 | 224615 | 259624 | 412214 | 293084 | 311821 |
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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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