Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130015.6996 | 40942.5113 | 89073.1883 | 197494.3419 | 62747.7049 | 134746.637 |
Total P&L (%) | 130.0157 | 40.9425 | 89.0732 | 197.4943 | 62.7477 | 134.7466 |
Avg Daily Profit (%) | 0.4993 | 0.1572 | 0.342 | 0.4195 | 0.1872 | 0.3282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28707 | -14926 | -23490 | -91559 | -38822 | -71852 |
Profit Factor | 1.4204 | 1.2568 | 1.5944 | 1.2893 | 1.1793 | 1.405 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 159 | 81 | 78 | 159 | 81 | 78 |
Losing Trades | 135 | 66 | 69 | 135 | 66 | 69 |
Profitability (%) | 54.0816 | 55.102 | 53.0612 | 54.0816 | 55.102 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.206 | 1.0241 | 1.4104 | 1.0947 | 0.9609 | 1.2428 |
Largest Winning Trade | 24348 | 17623 | 24348 | 46453 | 46453 | 28902 |
Largest Losing Trade | -11533 | -11533 | -9586 | -29580 | -29160 | -29580 |
Avg Bars in Trades | 83 | 86 | 80 | 83 | 86 | 80 |
Avg Bars in Winners | 78 | 83 | 73 | 78 | 83 | 73 |
Avg Bars in Losers | 89 | 91 | 88 | 89 | 91 | 88 |
Bars Traded | 24663 | 12777 | 11886 | 24663 | 12777 | 11886 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420105 | 145365 | 343951 | 366728 | -18849 | 298028 |
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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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