Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127660.3463 | 69061.6675 | 58598.6788 | 167275.2213 | 88448.9567 | 78826.2646 |
Total P&L (%) | 127.6603 | 69.0617 | 58.5987 | 167.2752 | 88.449 | 78.8263 |
Avg Daily Profit (%) | 0.4902 | 0.2652 | 0.225 | 0.3782 | 0.2436 | 0.2234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51581 | -43644 | -18330 | -77800 | -64160 | -35831 |
Profit Factor | 1.4061 | 1.3108 | 1.6361 | 1.2778 | 1.2073 | 1.4491 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 137 | 71 | 66 | 137 | 71 | 66 |
Profitability (%) | 48.3019 | 46.2121 | 50.3759 | 48.3019 | 46.2121 | 50.3759 |
Ratio Avg Win / Avg Loss | 1.505 | 1.5257 | 1.6117 | 1.3676 | 1.4052 | 1.4275 |
Largest Winning Trade | 27123 | 27123 | 14256 | 52848 | 52848 | 15314 |
Largest Losing Trade | -17596 | -17596 | -3608 | -31462 | -31462 | -8712 |
Avg Bars in Trades | 92 | 157 | 27 | 92 | 157 | 27 |
Avg Bars in Winners | 100 | 171 | 35 | 100 | 171 | 35 |
Avg Bars in Losers | 85 | 146 | 20 | 85 | 146 | 20 |
Bars Traded | 24558 | 20845 | 3713 | 24558 | 20845 | 3713 |
Profit Streak | 1.1105 | 0 | 2.7772 | 1.1105 | 0 | 2.7772 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303118 | 226947 | 298550 | 200417 | 159784 | 239728 |
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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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