Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93353.1364 | 52382.798 | 40970.3385 | 122629.202 | 67484.5343 | 55144.6677 |
Total P&L (%) | 93.3531 | 52.3828 | 40.9703 | 122.6292 | 67.4845 | 55.1447 |
Avg Daily Profit (%) | 0.3585 | 0.2011 | 0.1573 | 0.3078 | 0.1982 | 0.1688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30348 | -28844 | -15907 | -34672 | -36150 | -23294 |
Profit Factor | 1.4913 | 1.5238 | 1.4552 | 1.4914 | 1.5367 | 1.4454 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 106 | 52 | 54 | 106 | 52 | 54 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 59.887 | 59.0909 | 60.6742 | 59.887 | 59.0909 | 60.6742 |
Ratio Avg Win / Avg Loss | 0.9989 | 1.055 | 0.9432 | 0.9989 | 1.0638 | 0.9368 |
Largest Winning Trade | 12207 | 12207 | 8653 | 17650 | 17650 | 16300 |
Largest Losing Trade | -15593 | -15593 | -9094 | -20328 | -18796 | -20328 |
Avg Bars in Trades | 138 | 134 | 142 | 138 | 134 | 142 |
Avg Bars in Winners | 109 | 94 | 124 | 109 | 94 | 124 |
Avg Bars in Losers | 181 | 193 | 170 | 181 | 193 | 170 |
Bars Traded | 24534 | 11855 | 12679 | 24534 | 11855 | 12679 |
Profit Streak | 1.854 | 0 | 2.3749 | 1.854 | 0 | 2.3749 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 258116 | 265397 | 87342 | 242541 | 303565 | 129960 |
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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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