Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149059.3398 | 72629.1688 | 76430.171 | 222926.3138 | 146786.231 | 76140.0827 |
Total P&L (%) | 149.0593 | 72.6292 | 76.4302 | 222.9263 | 146.7862 | 76.1401 |
Avg Daily Profit (%) | 0.5724 | 0.2789 | 0.2935 | 0.4512 | 0.3475 | 0.2176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46677 | -46302 | -27559 | -88399 | -48412 | -46494 |
Profit Factor | 1.4254 | 1.3701 | 1.4957 | 1.3657 | 1.4321 | 1.2821 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 170 | 87 | 83 | 170 | 87 | 83 |
Profitability (%) | 39.2857 | 37.8571 | 40.7143 | 39.2857 | 37.8571 | 40.7143 |
Ratio Avg Win / Avg Loss | 2.2028 | 2.249 | 2.178 | 2.1106 | 2.3507 | 1.8669 |
Largest Winning Trade | 33772 | 33772 | 21268 | 52163 | 52163 | 22320 |
Largest Losing Trade | -11342 | -11342 | -8697 | -24184 | -11814 | -24184 |
Avg Bars in Trades | 88 | 89 | 86 | 88 | 89 | 86 |
Avg Bars in Winners | 150 | 163 | 137 | 150 | 163 | 137 |
Avg Bars in Losers | 47 | 44 | 51 | 47 | 44 | 51 |
Bars Traded | 24658 | 12524 | 12135 | 24658 | 12524 | 12135 |
Profit Streak | 0 | 0 | 6.1758 | 0 | 0 | 6.1758 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312020 | 130233 | 227380 | 261591 | 164977 | 157040 |
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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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