Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133605.375 | 76577.3793 | 57027.9957 | 201989.6638 | 125836.8878 | 76152.776 |
Total P&L (%) | 133.6054 | 76.5774 | 57.028 | 201.9897 | 125.8369 | 76.1528 |
Avg Daily Profit (%) | 0.9618 | 0.5513 | 0.4105 | 0.7988 | 0.5882 | 0.4084 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50574 | -19004 | -41134 | -100582 | -38856 | -78089 |
Profit Factor | 1.3379 | 1.4138 | 1.2712 | 1.3119 | 1.4187 | 1.2194 |
Total Trades | 443 | 221 | 222 | 443 | 221 | 222 |
Winning Trades | 147 | 71 | 76 | 147 | 71 | 76 |
Losing Trades | 296 | 150 | 146 | 296 | 150 | 146 |
Profitability (%) | 33.1828 | 32.1267 | 34.2342 | 33.1828 | 32.1267 | 34.2342 |
Ratio Avg Win / Avg Loss | 2.6941 | 2.987 | 2.442 | 2.6417 | 2.9973 | 2.3426 |
Largest Winning Trade | 24131 | 24131 | 15995 | 42195 | 42195 | 24937 |
Largest Losing Trade | -8784 | -4872 | -8784 | -15868 | -10678 | -15868 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 59 | 59 | 58 | 59 | 59 | 58 |
Avg Bars in Losers | 14 | 14 | 15 | 14 | 14 | 15 |
Bars Traded | 13125 | 6405 | 6720 | 13125 | 6405 | 6720 |
Profit Streak | 124.925 | 0 | 125.5291 | 124.925 | 0 | 125.5291 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329563 | 177793 | 102050 | 318420 | 180223 | 121155 |
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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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