Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129336.0005 | 38740.8645 | 90595.1361 | 195533.1248 | 70225.1372 | 125307.9876 |
Total P&L (%) | 129.336 | 38.7409 | 90.5951 | 195.5331 | 70.2251 | 125.308 |
Avg Daily Profit (%) | 0.4966 | 0.1488 | 0.3479 | 0.417 | 0.2045 | 0.3124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43899 | -45394 | -29373 | -74540 | -45204 | -53936 |
Profit Factor | 1.5107 | 1.2612 | 1.8633 | 1.515 | 1.3377 | 1.7298 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 59.2593 | 57.4468 | 61.0526 | 59.2593 | 57.4468 | 61.0526 |
Ratio Avg Win / Avg Loss | 1.0386 | 0.9343 | 1.1887 | 1.0416 | 0.9909 | 1.1035 |
Largest Winning Trade | 13412 | 10377 | 13412 | 18903 | 18903 | 14995 |
Largest Losing Trade | -28450 | -28450 | -14715 | -28426 | -28426 | -25759 |
Avg Bars in Trades | 127 | 135 | 119 | 127 | 135 | 119 |
Avg Bars in Winners | 106 | 102 | 110 | 106 | 102 | 110 |
Avg Bars in Losers | 158 | 180 | 134 | 158 | 180 | 134 |
Bars Traded | 24142 | 12767 | 11375 | 24142 | 12767 | 11375 |
Profit Streak | 7.5964 | 0 | 14.0235 | 7.5964 | 0 | 14.0235 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468026 | 23659 | 451541 | 444457 | 200648 | 431351 |
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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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