Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135345.7204 | 63088.2751 | 72257.4452 | 179892.4885 | 83551.5272 | 96340.9614 |
Total P&L (%) | 135.3457 | 63.0883 | 72.2574 | 179.8925 | 83.5515 | 96.341 |
Avg Daily Profit (%) | 0.5197 | 0.2423 | 0.2775 | 0.396 | 0.2335 | 0.2594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70850 | -37110 | -40056 | -230792 | -132648 | -126067 |
Profit Factor | 1.4219 | 1.3369 | 1.5413 | 1.1987 | 1.1602 | 1.251 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 60.4278 | 57.4468 | 63.4409 | 60.4278 | 57.4468 | 63.4409 |
Ratio Avg Win / Avg Loss | 0.9312 | 0.9903 | 0.8882 | 0.785 | 0.8594 | 0.7209 |
Largest Winning Trade | 17422 | 17422 | 13638 | 37796 | 37796 | 27715 |
Largest Losing Trade | -26904 | -14882 | -26904 | -101184 | -47801 | -101184 |
Avg Bars in Trades | 130 | 123 | 136 | 130 | 123 | 136 |
Avg Bars in Winners | 91 | 84 | 98 | 91 | 84 | 98 |
Avg Bars in Losers | 189 | 177 | 203 | 189 | 177 | 203 |
Bars Traded | 24340 | 11630 | 12710 | 24340 | 11630 | 12710 |
Profit Streak | 0 | 0 | 6.8517 | 0 | 0 | 6.8517 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376253 | 195498 | 330454 | 237644 | -38808 | 261044 |
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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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