Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120373.4758 | 65323.4302 | 55050.0455 | 144651.283 | 85290.9523 | 59360.3307 |
Total P&L (%) | 120.3735 | 65.3234 | 55.05 | 144.6513 | 85.291 | 59.3603 |
Avg Daily Profit (%) | 0.4622 | 0.2508 | 0.2114 | 0.3441 | 0.2371 | 0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34858 | -33004 | -21178 | -50926 | -40525 | -35066 |
Profit Factor | 1.4009 | 1.3352 | 1.5224 | 1.3173 | 1.2845 | 1.3804 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 44.6328 | 45.4545 | 43.8202 | 44.6328 | 45.4545 | 43.8202 |
Ratio Avg Win / Avg Loss | 1.7378 | 1.6022 | 1.9517 | 1.6341 | 1.5414 | 1.7698 |
Largest Winning Trade | 28545 | 26202 | 28545 | 31498 | 31498 | 31357 |
Largest Losing Trade | -12334 | -12334 | -6600 | -18698 | -18698 | -10601 |
Avg Bars in Trades | 138 | 212 | 66 | 138 | 212 | 66 |
Avg Bars in Winners | 195 | 287 | 100 | 195 | 287 | 100 |
Avg Bars in Losers | 93 | 149 | 39 | 93 | 149 | 39 |
Bars Traded | 24595 | 18702 | 5893 | 24595 | 18702 | 5893 |
Profit Streak | 4.2275 | 0 | 4.5295 | 4.2275 | 0 | 4.5295 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327956 | 204181 | 195665 | 273236 | 200024 | 164849 |
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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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