Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130666.0572 | 83630.1153 | 47035.9419 | 144205.4948 | 104617.409 | 39588.0858 |
Total P&L (%) | 130.6661 | 83.6301 | 47.0359 | 144.2055 | 104.6174 | 39.5881 |
Avg Daily Profit (%) | 0.5018 | 0.3211 | 0.1806 | 0.3434 | 0.2753 | 0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49542 | -42259 | -44603 | -65237 | -67031 | -85600 |
Profit Factor | 1.2909 | 1.3586 | 1.2178 | 1.1968 | 1.2793 | 1.1105 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 151 | 73 | 78 | 151 | 73 | 78 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 49.3464 | 47.7124 | 50.9804 | 49.3464 | 47.7124 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.3251 | 1.4889 | 1.1709 | 1.2285 | 1.4019 | 1.0678 |
Largest Winning Trade | 24043 | 24043 | 18304 | 30518 | 30518 | 18451 |
Largest Losing Trade | -31378 | -31378 | -17801 | -40499 | -40499 | -29982 |
Avg Bars in Trades | 79 | 83 | 76 | 79 | 83 | 76 |
Avg Bars in Winners | 76 | 81 | 71 | 76 | 81 | 71 |
Avg Bars in Losers | 83 | 84 | 82 | 83 | 84 | 82 |
Bars Traded | 24440 | 12718 | 11722 | 24440 | 12718 | 11722 |
Profit Streak | 0 | 0 | 11.7526 | 0 | 0 | 11.7526 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366439 | 254137 | 215620 | 169785 | 222584 | -122610 |
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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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