Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203932.1764 | 124510.9531 | 79421.2233 | 336629.8806 | 247351.0197 | 89278.8609 |
Total P&L (%) | 203.9322 | 124.511 | 79.4212 | 336.6299 | 247.351 | 89.2789 |
Avg Daily Profit (%) | 0.3916 | 0.2391 | 0.1525 | 0.2834 | 0.2394 | 0.1226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39641 | -39444 | -47431 | -113350 | -108964 | -107586 |
Profit Factor | 1.3371 | 1.4076 | 1.2652 | 1.2632 | 1.3983 | 1.1356 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 152 | 72 | 80 | 152 | 72 | 80 |
Losing Trades | 200 | 104 | 96 | 200 | 104 | 96 |
Profitability (%) | 43.1818 | 40.9091 | 45.4545 | 43.1818 | 40.9091 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.7594 | 2.0332 | 1.5183 | 1.6621 | 2.0198 | 1.3628 |
Largest Winning Trade | 21033 | 21033 | 17808 | 71706 | 71706 | 43509 |
Largest Losing Trade | -18980 | -11831 | -18980 | -36091 | -28085 | -36091 |
Avg Bars in Trades | 70 | 75 | 64 | 70 | 75 | 64 |
Avg Bars in Winners | 101 | 110 | 92 | 101 | 110 | 92 |
Avg Bars in Losers | 46 | 52 | 40 | 46 | 52 | 40 |
Bars Traded | 24680 | 13367 | 11313 | 24680 | 13367 | 11313 |
Profit Streak | 7.7024 | 10.2024 | 0 | 7.7024 | 10.2024 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359182 | 242218 | 224176 | 309633 | 240263 | -102648 |
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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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