Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91878.5446 | 54796.3207 | 37082.224 | 100811.5052 | 72870.9796 | 27940.5256 |
Total P&L (%) | 91.8785 | 54.7963 | 37.0822 | 100.8115 | 72.871 | 27.9405 |
Avg Daily Profit (%) | 0.6614 | 0.3945 | 0.267 | 0.5032 | 0.3948 | 0.1775 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49722 | -47164 | -26995 | -53456 | -37934 | -47608 |
Profit Factor | 1.3257 | 1.3793 | 1.2694 | 1.3105 | 1.4848 | 1.1602 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 142 | 68 | 74 | 142 | 68 | 74 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 52.3985 | 50.3704 | 54.4118 | 52.3985 | 50.3704 | 54.4118 |
Ratio Avg Win / Avg Loss | 1.2043 | 1.359 | 1.0636 | 1.1905 | 1.463 | 0.9721 |
Largest Winning Trade | 29790 | 29790 | 11458 | 21558 | 21558 | 12949 |
Largest Losing Trade | -19424 | -17161 | -19424 | -19534 | -13456 | -19534 |
Avg Bars in Trades | 47 | 50 | 43 | 47 | 50 | 43 |
Avg Bars in Winners | 47 | 47 | 46 | 47 | 47 | 46 |
Avg Bars in Losers | 47 | 54 | 40 | 47 | 54 | 40 |
Bars Traded | 12837 | 6864 | 5973 | 12837 | 6864 | 5973 |
Profit Streak | 130.7312 | 0 | 130.7833 | 130.7312 | 0 | 130.7833 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443547 | 248702 | 171845 | 391512 | 308522 | -42649 |
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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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