Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183547.4639 | 118567.5149 | 64979.949 | 297930.6317 | 169351.9655 | 128578.6662 |
Total P&L (%) | 183.5475 | 118.5675 | 64.9799 | 297.9306 | 169.352 | 128.5787 |
Avg Daily Profit (%) | 0.4597 | 0.2969 | 0.1627 | 0.3465 | 0.2484 | 0.2072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54526 | -34587 | -29450 | -214412 | -144914 | -113152 |
Profit Factor | 1.8673 | 2.2138 | 1.5703 | 1.5352 | 1.636 | 1.4428 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 38.5417 | 37.5 | 39.5833 | 38.5417 | 37.5 | 39.5833 |
Ratio Avg Win / Avg Loss | 2.9777 | 3.6897 | 2.3968 | 2.4481 | 2.7267 | 2.2022 |
Largest Winning Trade | 61929 | 61929 | 30671 | 111119 | 111119 | 66040 |
Largest Losing Trade | -19479 | -13225 | -19479 | -76979 | -61417 | -76979 |
Avg Bars in Trades | 190 | 179 | 201 | 190 | 179 | 201 |
Avg Bars in Winners | 343 | 317 | 368 | 343 | 317 | 368 |
Avg Bars in Losers | 94 | 97 | 92 | 94 | 97 | 92 |
Bars Traded | 18322 | 8630 | 9692 | 18322 | 8630 | 9692 |
Profit Streak | 157.3 | 159.8416 | 0 | 157.3 | 159.8416 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317033 | 270466 | 176325 | 249384 | 215407 | 174022 |
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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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