Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135705.9246 | 61166.8586 | 74539.066 | 219251.1451 | 131342.4075 | 87908.7376 |
Total P&L (%) | 135.7059 | 61.1669 | 74.5391 | 219.2511 | 131.3424 | 87.9087 |
Avg Daily Profit (%) | 0.5211 | 0.2349 | 0.2862 | 0.4467 | 0.3226 | 0.2425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32623 | -25283 | -18992 | -117595 | -78693 | -67636 |
Profit Factor | 1.4259 | 1.3912 | 1.4594 | 1.2916 | 1.3605 | 1.2268 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Losing Trades | 182 | 92 | 90 | 182 | 92 | 90 |
Profitability (%) | 44.6809 | 44.2424 | 45.122 | 44.6809 | 44.2424 | 45.122 |
Ratio Avg Win / Avg Loss | 1.7654 | 1.7532 | 1.7749 | 1.5991 | 1.7147 | 1.492 |
Largest Winning Trade | 26765 | 15412 | 26765 | 48571 | 48571 | 24311 |
Largest Losing Trade | -8218 | -5923 | -8218 | -26972 | -15517 | -26972 |
Avg Bars in Trades | 74 | 75 | 74 | 74 | 75 | 74 |
Avg Bars in Winners | 111 | 115 | 107 | 111 | 115 | 107 |
Avg Bars in Losers | 45 | 43 | 46 | 45 | 43 | 46 |
Bars Traded | 24599 | 12446 | 12153 | 24599 | 12446 | 12153 |
Profit Streak | 4.1757 | 4.1757 | 4.6132 | 4.1757 | 4.1757 | 4.6132 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412681 | 221844 | 300836 | 360249 | 263298 | 196210 |
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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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