Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213275.1874 | 126064.5102 | 87210.6772 | 254200.341 | 71829.4154 | 182370.9256 |
Total P&L (%) | 213.2752 | 126.0645 | 87.2107 | 254.2003 | 71.8294 | 182.3709 |
Avg Daily Profit (%) | 0.4095 | 0.242 | 0.1674 | 0.2431 | 0.104 | 0.1995 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80216 | -67783 | -27361 | -311497 | -274435 | -141159 |
Profit Factor | 1.3942 | 1.4678 | 1.3212 | 1.1564 | 1.0879 | 1.2258 |
Total Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Winning Trades | 121 | 55 | 66 | 121 | 55 | 66 |
Losing Trades | 142 | 76 | 66 | 142 | 76 | 66 |
Profitability (%) | 46.0076 | 41.9847 | 50 | 46.0076 | 41.9847 | 50 |
Ratio Avg Win / Avg Loss | 1.6362 | 2.0282 | 1.3212 | 1.3571 | 1.5033 | 1.2258 |
Largest Winning Trade | 103164 | 103164 | 25970 | 118096 | 118096 | 91588 |
Largest Losing Trade | -23404 | -23404 | -20779 | -63651 | -44206 | -63651 |
Avg Bars in Trades | 93 | 97 | 90 | 93 | 97 | 90 |
Avg Bars in Winners | 114 | 120 | 109 | 114 | 120 | 109 |
Avg Bars in Losers | 76 | 80 | 72 | 76 | 80 | 72 |
Bars Traded | 24717 | 12721 | 11996 | 24717 | 12721 | 11996 |
Profit Streak | 0 | 5.7924 | 0 | 0 | 5.7924 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375730 | 252336 | 244209 | -41199 | -180059 | 233068 |
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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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