Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106931.621 | 72300.9747 | 34630.6463 | 153331.8482 | 138583.6279 | 14748.2203 |
Total P&L (%) | 106.9316 | 72.301 | 34.6306 | 153.3318 | 138.5836 | 14.7482 |
Avg Daily Profit (%) | 0.4106 | 0.2776 | 0.133 | 0.3576 | 0.3345 | 0.0528 |
Buy And Hold Return (%) | 34.8026 | 34.8026 | 34.8026 | 34.8026 | 34.8026 | 34.8026 |
Max Trade Drawdown | -22920 | -24120 | -17855 | -47110 | -30830 | -50128 |
Profit Factor | 1.5683 | 1.8099 | 1.3502 | 1.4042 | 1.8382 | 1.0689 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 69.5652 | 70.6522 | 68.4783 | 69.5652 | 70.6522 | 68.4783 |
Ratio Avg Win / Avg Loss | 0.6862 | 0.7518 | 0.6215 | 0.6144 | 0.7635 | 0.492 |
Largest Winning Trade | 13995 | 10506 | 13995 | 17540 | 17540 | 15163 |
Largest Losing Trade | -22920 | -22920 | -12712 | -28732 | -28732 | -27071 |
Avg Bars in Trades | 134 | 141 | 127 | 134 | 141 | 127 |
Avg Bars in Winners | 75 | 78 | 73 | 75 | 78 | 73 |
Avg Bars in Losers | 267 | 291 | 245 | 267 | 291 | 245 |
Bars Traded | 24695 | 12973 | 11723 | 24695 | 12973 | 11723 |
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 | 307293 | 137471 | -181583 | 297534 | 305753 | -433532 |
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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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