Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230007.4395 | 126354.0163 | 103653.4232 | 343975.815 | 190177.8738 | 153797.9411 |
Total P&L (%) | 230.0074 | 126.354 | 103.6534 | 343.9758 | 190.1779 | 153.7979 |
Avg Daily Profit (%) | 0.4416 | 0.2426 | 0.199 | 0.2866 | 0.2048 | 0.179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74867 | -50348 | -40221 | -192596 | -148258 | -99629 |
Profit Factor | 1.4899 | 1.5137 | 1.4637 | 1.2732 | 1.2907 | 1.2543 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 39.7661 | 34.8837 | 44.7059 | 39.7661 | 34.8837 | 44.7059 |
Ratio Avg Win / Avg Loss | 2.2568 | 2.8256 | 1.8104 | 1.9286 | 2.4093 | 1.5514 |
Largest Winning Trade | 51865 | 51865 | 26006 | 181117 | 181117 | 69144 |
Largest Losing Trade | -17199 | -17199 | -15936 | -50955 | -42194 | -50955 |
Avg Bars in Trades | 144 | 132 | 157 | 144 | 132 | 157 |
Avg Bars in Winners | 252 | 230 | 270 | 252 | 230 | 270 |
Avg Bars in Losers | 73 | 79 | 65 | 73 | 79 | 65 |
Bars Traded | 24738 | 11367 | 13369 | 24738 | 11367 | 13369 |
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 | 301995 | 133730 | 246735 | 206630 | 73017 | 194509 |
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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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