Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201451.6541 | 123545.4301 | 77906.224 | 375395.8791 | 228837.4028 | 146558.4763 |
Total P&L (%) | 201.4517 | 123.5454 | 77.9062 | 375.3959 | 228.8374 | 146.5585 |
Avg Daily Profit (%) | 0.7565 | 0.4639 | 0.2925 | 0.5871 | 0.448 | 0.3394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39242 | -31121 | -32172 | -103886 | -62730 | -87106 |
Profit Factor | 1.6557 | 1.8247 | 1.4949 | 1.6939 | 1.9404 | 1.4924 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 51.3661 | 48.3516 | 54.3478 | 51.3661 | 48.3516 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.5677 | 1.9491 | 1.2557 | 1.6038 | 2.0726 | 1.2536 |
Largest Winning Trade | 43783 | 43783 | 25211 | 99701 | 99701 | 80748 |
Largest Losing Trade | -17393 | -17393 | -17309 | -45661 | -24414 | -45661 |
Avg Bars in Trades | 68 | 67 | 69 | 68 | 67 | 69 |
Avg Bars in Winners | 79 | 86 | 73 | 79 | 86 | 73 |
Avg Bars in Losers | 56 | 49 | 64 | 56 | 49 | 64 |
Bars Traded | 12515 | 6139 | 6376 | 12515 | 6139 | 6376 |
Profit Streak | 263.6891 | 0 | 276.2516 | 263.6891 | 0 | 276.2516 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 570989 | 396354 | 357731 | 521534 | 399488 | 371599 |
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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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