Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153587.2532 | 61400.5722 | 92186.681 | 204466.3651 | 76605.4335 | 127860.9316 |
Total P&L (%) | 153.5873 | 61.4006 | 92.1867 | 204.4664 | 76.6054 | 127.8609 |
Avg Daily Profit (%) | 0.2949 | 0.1179 | 0.177 | 0.214 | 0.1093 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42995 | -39074 | -52321 | -96422 | -63387 | -85585 |
Profit Factor | 1.3638 | 1.2856 | 1.4448 | 1.2537 | 1.1878 | 1.3212 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 121 | 55 | 66 | 121 | 55 | 66 |
Losing Trades | 124 | 67 | 57 | 124 | 67 | 57 |
Profitability (%) | 49.3878 | 45.082 | 53.6585 | 49.3878 | 45.082 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.3976 | 1.5661 | 1.2478 | 1.2848 | 1.4469 | 1.141 |
Largest Winning Trade | 27674 | 24591 | 27674 | 46774 | 44646 | 46774 |
Largest Losing Trade | -23118 | -14746 | -23118 | -29801 | -28957 | -29801 |
Avg Bars in Trades | 99 | 107 | 91 | 99 | 107 | 91 |
Avg Bars in Winners | 106 | 122 | 93 | 106 | 122 | 93 |
Avg Bars in Losers | 92 | 95 | 88 | 92 | 95 | 88 |
Bars Traded | 24402 | 13134 | 11268 | 24402 | 13134 | 11268 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337701 | -37797 | 290566 | 288594 | -63808 | 257598 |
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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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