Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90505.728 | 34481.2308 | 56024.4972 | 108166.0544 | 46623.9845 | 61542.0699 |
Total P&L (%) | 90.5057 | 34.4812 | 56.0245 | 108.1661 | 46.624 | 61.5421 |
Avg Daily Profit (%) | 0.3475 | 0.1324 | 0.2151 | 0.2819 | 0.1471 | 0.1843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49458 | -24669 | -30401 | -69759 | -29959 | -44139 |
Profit Factor | 1.3778 | 1.2718 | 1.497 | 1.3343 | 1.2874 | 1.3815 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 56.4767 | 56.25 | 56.701 | 56.4767 | 56.25 | 56.701 |
Ratio Avg Win / Avg Loss | 1.0618 | 0.9892 | 1.1432 | 1.0283 | 1.0013 | 1.0549 |
Largest Winning Trade | 13827 | 8863 | 13827 | 17739 | 15033 | 17739 |
Largest Losing Trade | -20218 | -20218 | -16513 | -23383 | -20592 | -23383 |
Avg Bars in Trades | 125 | 133 | 117 | 125 | 133 | 117 |
Avg Bars in Winners | 118 | 125 | 111 | 118 | 125 | 111 |
Avg Bars in Losers | 134 | 144 | 123 | 134 | 144 | 123 |
Bars Traded | 24210 | 12849 | 11361 | 24210 | 12849 | 11361 |
Profit Streak | 7.3288 | 0 | 12.7351 | 7.3288 | 0 | 12.7351 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380749 | -21616 | 301190 | 351005 | 27645 | 279533 |
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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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