Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181030.0295 | 100358.4575 | 80671.572 | 305156.4649 | 220327.4099 | 84829.055 |
Total P&L (%) | 181.03 | 100.3585 | 80.6716 | 305.1565 | 220.3274 | 84.8291 |
Avg Daily Profit (%) | 0.6951 | 0.3854 | 0.3098 | 0.5387 | 0.448 | 0.2362 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49994 | -38206 | -34339 | -169106 | -117921 | -109348 |
Profit Factor | 1.4159 | 1.4612 | 1.3706 | 1.2393 | 1.3579 | 1.1286 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 142 | 70 | 72 | 142 | 70 | 72 |
Losing Trades | 201 | 102 | 99 | 201 | 102 | 99 |
Profitability (%) | 41.3994 | 40.6977 | 42.1053 | 41.3994 | 40.6977 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.0042 | 2.1292 | 1.8846 | 1.7542 | 1.9786 | 1.5519 |
Largest Winning Trade | 56291 | 56291 | 24161 | 141709 | 141709 | 40447 |
Largest Losing Trade | -11562 | -8505 | -11562 | -39361 | -23587 | -39361 |
Avg Bars in Trades | 72 | 71 | 72 | 72 | 71 | 72 |
Avg Bars in Winners | 116 | 116 | 116 | 116 | 116 | 116 |
Avg Bars in Losers | 40 | 41 | 40 | 40 | 41 | 40 |
Bars Traded | 24757 | 12382 | 12375 | 24757 | 12382 | 12375 |
Profit Streak | 2.1995 | 2.1995 | 2.9808 | 2.1995 | 2.1995 | 2.9808 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337796 | 173708 | 176184 | 250807 | 170254 | -75280 |
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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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