Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202738.0876 | 149395.963 | 53342.1246 | 190337.0735 | 105219.8657 | 85117.2078 |
Total P&L (%) | 202.7381 | 149.396 | 53.3421 | 190.3371 | 105.2199 | 85.1172 |
Avg Daily Profit (%) | 0.3893 | 0.2868 | 0.1024 | 0.2049 | 0.1381 | 0.1183 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58196 | -40987 | -59050 | -172298 | -77348 | -174179 |
Profit Factor | 1.2897 | 1.3955 | 1.1657 | 1.1491 | 1.1533 | 1.1443 |
Total Trades | 335 | 167 | 168 | 335 | 167 | 168 |
Winning Trades | 201 | 92 | 109 | 201 | 92 | 109 |
Losing Trades | 134 | 75 | 59 | 134 | 75 | 59 |
Profitability (%) | 60 | 55.0898 | 64.881 | 60 | 55.0898 | 64.881 |
Ratio Avg Win / Avg Loss | 0.8598 | 1.1376 | 0.631 | 0.7661 | 0.9402 | 0.6194 |
Largest Winning Trade | 28951 | 28951 | 25616 | 59206 | 35061 | 59206 |
Largest Losing Trade | -36182 | -36182 | -34152 | -97002 | -53632 | -97002 |
Avg Bars in Trades | 74 | 75 | 72 | 74 | 75 | 72 |
Avg Bars in Winners | 51 | 45 | 55 | 51 | 45 | 55 |
Avg Bars in Losers | 108 | 113 | 102 | 108 | 113 | 102 |
Bars Traded | 24804 | 12685 | 12118 | 24804 | 12685 | 12118 |
Profit Streak | 1.1908 | 0 | 5.6283 | 1.1908 | 0 | 5.6283 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262611 | 339870 | -94049 | -50800 | -61817 | -95271 |
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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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