Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90356.705 | 53531.1101 | 36825.5949 | 112350.0732 | 70737.3627 | 41612.7105 |
Total P&L (%) | 90.3567 | 53.5311 | 36.8256 | 112.3501 | 70.7374 | 41.6127 |
Avg Daily Profit (%) | 0.347 | 0.2056 | 0.1414 | 0.2896 | 0.2056 | 0.1337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29891 | -29442 | -13228 | -39524 | -32182 | -27936 |
Profit Factor | 1.3737 | 1.4101 | 1.3309 | 1.3421 | 1.4097 | 1.2671 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Losing Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Profitability (%) | 72.8873 | 73.2394 | 72.5352 | 72.8873 | 73.2394 | 72.5352 |
Ratio Avg Win / Avg Loss | 0.511 | 0.5152 | 0.5039 | 0.4992 | 0.5151 | 0.4798 |
Largest Winning Trade | 8999 | 8999 | 5081 | 13183 | 13183 | 6609 |
Largest Losing Trade | -18659 | -18659 | -11624 | -25278 | -16703 | -25278 |
Avg Bars in Trades | 86 | 82 | 90 | 86 | 82 | 90 |
Avg Bars in Winners | 45 | 45 | 44 | 45 | 45 | 44 |
Avg Bars in Losers | 198 | 184 | 212 | 198 | 184 | 212 |
Bars Traded | 24664 | 11774 | 12889 | 24664 | 11774 | 12889 |
Profit Streak | 1.9563 | 0 | 2.5292 | 1.9563 | 0 | 2.5292 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312771 | 255594 | -8401 | 288165 | 295057 | -18655 |
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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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