Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133772.529 | 70615.4927 | 63157.0363 | 160424.5516 | 90223.4541 | 70201.0974 |
Total P&L (%) | 133.7725 | 70.6155 | 63.157 | 160.4246 | 90.2235 | 70.2011 |
Avg Daily Profit (%) | 0.5137 | 0.2712 | 0.2425 | 0.3682 | 0.2472 | 0.2044 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39230 | -23861 | -26268 | -89263 | -70638 | -39925 |
Profit Factor | 1.4861 | 1.4723 | 1.5026 | 1.3073 | 1.3157 | 1.2971 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 110 | 46 | 64 | 110 | 46 | 64 |
Losing Trades | 159 | 88 | 71 | 159 | 88 | 71 |
Profitability (%) | 40.8922 | 34.3284 | 47.4074 | 40.8922 | 34.3284 | 47.4074 |
Ratio Avg Win / Avg Loss | 2.1482 | 2.8166 | 1.667 | 1.8896 | 2.5169 | 1.4389 |
Largest Winning Trade | 85146 | 85146 | 15913 | 151306 | 151306 | 16953 |
Largest Losing Trade | -8623 | -7085 | -8623 | -16309 | -16309 | -14903 |
Avg Bars in Trades | 91 | 85 | 98 | 91 | 85 | 98 |
Avg Bars in Winners | 138 | 136 | 139 | 138 | 136 | 139 |
Avg Bars in Losers | 59 | 58 | 60 | 59 | 58 | 60 |
Bars Traded | 24664 | 11392 | 13272 | 24664 | 11392 | 13272 |
Profit Streak | 0 | 5.3323 | 0 | 0 | 5.3323 | 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 | 327758 | 125936 | 265016 | 243642 | 84113 | 184493 |
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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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