Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 269991.3167 | 151797.2454 | 118194.0713 | 527810.852 | 274097.1435 | 253713.7086 |
Total P&L (%) | 269.9913 | 151.7972 | 118.1941 | 527.8109 | 274.0971 | 253.7137 |
Avg Daily Profit (%) | 0.5184 | 0.2915 | 0.2269 | 0.3533 | 0.2536 | 0.2429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37138 | -41240 | -32419 | -214010 | -125524 | -125352 |
Profit Factor | 1.4446 | 1.4983 | 1.3905 | 1.3421 | 1.34 | 1.3443 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 159 | 82 | 77 | 159 | 82 | 77 |
Profitability (%) | 39.5437 | 37.4046 | 41.6667 | 39.5437 | 37.4046 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.2086 | 2.5074 | 1.9467 | 2.0518 | 2.2424 | 1.8821 |
Largest Winning Trade | 59273 | 59273 | 28717 | 258871 | 258871 | 89421 |
Largest Losing Trade | -21724 | -11085 | -21724 | -41243 | -34935 | -41243 |
Avg Bars in Trades | 93 | 88 | 99 | 93 | 88 | 99 |
Avg Bars in Winners | 170 | 160 | 179 | 170 | 160 | 179 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 24690 | 11533 | 13157 | 24690 | 11533 | 13157 |
Profit Streak | 8.6787 | 0 | 9.1162 | 8.6787 | 0 | 9.1162 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353942 | 184894 | 225118 | 295600 | 138420 | 219857 |
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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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