Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158289.3818 | 73877.2394 | 84412.1424 | 219196.6801 | 106290.376 | 112906.3042 |
Total P&L (%) | 158.2894 | 73.8772 | 84.4121 | 219.1967 | 106.2904 | 112.9063 |
Avg Daily Profit (%) | 0.6078 | 0.2837 | 0.3241 | 0.4467 | 0.2784 | 0.2906 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48041 | -40332 | -53759 | -68939 | -45175 | -77189 |
Profit Factor | 1.2762 | 1.2339 | 1.3283 | 1.2513 | 1.2211 | 1.2884 |
Total Trades | 414 | 207 | 207 | 414 | 207 | 207 |
Winning Trades | 175 | 89 | 86 | 175 | 89 | 86 |
Losing Trades | 239 | 118 | 121 | 239 | 118 | 121 |
Profitability (%) | 42.2705 | 42.9952 | 41.5459 | 42.2705 | 42.9952 | 41.5459 |
Ratio Avg Win / Avg Loss | 1.7429 | 1.6359 | 1.8688 | 1.7089 | 1.6189 | 1.8127 |
Largest Winning Trade | 23987 | 23987 | 14585 | 35636 | 35636 | 27419 |
Largest Losing Trade | -14792 | -14027 | -14792 | -20090 | -19979 | -20090 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 78 | 81 | 75 | 78 | 81 | 75 |
Avg Bars in Losers | 44 | 49 | 40 | 44 | 49 | 40 |
Bars Traded | 24511 | 13048 | 11463 | 24511 | 13048 | 11463 |
Profit Streak | 4.164 | 0 | 7.164 | 4.164 | 0 | 7.164 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354659 | 199277 | 268634 | 299583 | 194848 | 249535 |
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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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