Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114960.1368 | 50211.3706 | 64748.7661 | 168409.4576 | 77550.357 | 90859.1006 |
Total P&L (%) | 114.9601 | 50.2114 | 64.7488 | 168.4095 | 77.5504 | 90.8591 |
Avg Daily Profit (%) | 0.4414 | 0.1928 | 0.2486 | 0.3799 | 0.2207 | 0.2485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25844 | -23612 | -16193 | -45084 | -41577 | -31228 |
Profit Factor | 1.375 | 1.3001 | 1.465 | 1.3038 | 1.2555 | 1.3624 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Losing Trades | 194 | 99 | 95 | 194 | 99 | 95 |
Profitability (%) | 42.2619 | 41.0714 | 43.4524 | 42.2619 | 41.0714 | 43.4524 |
Ratio Avg Win / Avg Loss | 1.8785 | 1.8653 | 1.9065 | 1.7813 | 1.8013 | 1.773 |
Largest Winning Trade | 13796 | 13796 | 12396 | 33047 | 33047 | 18003 |
Largest Losing Trade | -7103 | -6151 | -7103 | -14490 | -12530 | -14490 |
Avg Bars in Trades | 73 | 72 | 75 | 73 | 72 | 75 |
Avg Bars in Winners | 106 | 110 | 103 | 106 | 110 | 103 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 24787 | 12177 | 12610 | 24787 | 12177 | 12610 |
Profit Streak | 0 | 0 | 2.6349 | 0 | 0 | 2.6349 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312838 | 104131 | 172162 | 278240 | 150389 | 162164 |
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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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