Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113119.3044 | 63672.9574 | 49446.347 | 148067.654 | 94987.2543 | 53080.3997 |
Total P&L (%) | 113.1193 | 63.673 | 49.4463 | 148.0677 | 94.9873 | 53.0804 |
Avg Daily Profit (%) | 0.8143 | 0.4584 | 0.356 | 0.6562 | 0.4819 | 0.307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40837 | -22999 | -40596 | -69343 | -33764 | -65836 |
Profit Factor | 1.2757 | 1.3203 | 1.2338 | 1.241 | 1.3252 | 1.1647 |
Total Trades | 416 | 208 | 208 | 416 | 208 | 208 |
Winning Trades | 186 | 89 | 97 | 186 | 89 | 97 |
Losing Trades | 230 | 119 | 111 | 230 | 119 | 111 |
Profitability (%) | 44.7115 | 42.7885 | 46.6346 | 44.7115 | 42.7885 | 46.6346 |
Ratio Avg Win / Avg Loss | 1.5775 | 1.7653 | 1.4118 | 1.5346 | 1.7719 | 1.3328 |
Largest Winning Trade | 23778 | 23778 | 17399 | 35302 | 35302 | 19011 |
Largest Losing Trade | -10807 | -7335 | -10807 | -17887 | -11099 | -17887 |
Avg Bars in Trades | 31 | 32 | 31 | 31 | 32 | 31 |
Avg Bars in Winners | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 13249 | 6723 | 6526 | 13249 | 6723 | 6526 |
Profit Streak | 0 | 132.4626 | 0 | 0 | 132.4626 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437206 | 274821 | 168975 | 384888 | 298322 | -34472 |
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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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