Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124522.2751 | 35662.6747 | 88859.6004 | 177633.193 | 66442.8092 | 111190.3838 |
Total P&L (%) | 124.5223 | 35.6627 | 88.8596 | 177.6332 | 66.4428 | 111.1904 |
Avg Daily Profit (%) | 0.4782 | 0.1369 | 0.3412 | 0.3929 | 0.1958 | 0.2875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34188 | -17087 | -27699 | -85599 | -33908 | -71771 |
Profit Factor | 1.5363 | 1.4001 | 1.6212 | 1.3282 | 1.3514 | 1.3157 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 108 | 52 | 56 | 108 | 52 | 56 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 58.6957 | 56.5217 | 60.8696 | 58.6957 | 56.5217 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.0811 | 1.077 | 1.0422 | 0.9347 | 1.0395 | 0.8458 |
Largest Winning Trade | 14515 | 8132 | 14515 | 36761 | 18419 | 36761 |
Largest Losing Trade | -18764 | -13931 | -18764 | -44189 | -18572 | -44189 |
Avg Bars in Trades | 133 | 49 | 218 | 133 | 49 | 218 |
Avg Bars in Winners | 124 | 45 | 196 | 124 | 45 | 196 |
Avg Bars in Losers | 147 | 54 | 251 | 147 | 54 | 251 |
Bars Traded | 24630 | 4547 | 20084 | 24630 | 4547 | 20084 |
Profit Streak | 0 | 0 | 6.8246 | 0 | 0 | 6.8246 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439980 | -12986 | 402382 | 307956 | 247953 | 261838 |
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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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