Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258758.9314 | 124679.6714 | 134079.26 | 565883.6547 | 329361.1439 | 236522.5108 |
Total P&L (%) | 258.7589 | 124.6797 | 134.0793 | 565.8837 | 329.3611 | 236.5225 |
Avg Daily Profit (%) | 0.9936 | 0.4788 | 0.5149 | 0.7307 | 0.5611 | 0.4671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63388 | -56103 | -23673 | -282661 | -194115 | -98778 |
Profit Factor | 1.5722 | 1.3795 | 2.0838 | 1.4897 | 1.408 | 1.679 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 139 | 61 | 78 | 139 | 61 | 78 |
Losing Trades | 203 | 110 | 93 | 203 | 110 | 93 |
Profitability (%) | 40.6433 | 35.6725 | 45.614 | 40.6433 | 35.6725 | 45.614 |
Ratio Avg Win / Avg Loss | 2.2961 | 2.4877 | 2.4845 | 2.1756 | 2.539 | 2.0019 |
Largest Winning Trade | 64350 | 64350 | 46788 | 229196 | 229196 | 165970 |
Largest Losing Trade | -10868 | -10868 | -4059 | -36886 | -36886 | -19793 |
Avg Bars in Trades | 72 | 116 | 28 | 72 | 116 | 28 |
Avg Bars in Winners | 113 | 210 | 37 | 113 | 210 | 37 |
Avg Bars in Losers | 44 | 65 | 20 | 44 | 65 | 20 |
Bars Traded | 24913 | 20003 | 4910 | 24913 | 20003 | 4910 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451066 | 182068 | 434471 | 420537 | 213661 | 381644 |
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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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