Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175192.0319 | 81132.4881 | 94059.5439 | 295801.0257 | 151295.5259 | 144505.4998 |
Total P&L (%) | 175.192 | 81.1325 | 94.0595 | 295.801 | 151.2955 | 144.5055 |
Avg Daily Profit (%) | 0.6727 | 0.3115 | 0.3612 | 0.5297 | 0.3545 | 0.3439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39608 | -54515 | -37392 | -53494 | -62093 | -46402 |
Profit Factor | 1.5236 | 1.4435 | 1.6202 | 1.5249 | 1.5049 | 1.5475 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 53.1073 | 53.9326 | 52.2727 | 53.1073 | 53.9326 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.3453 | 1.233 | 1.4793 | 1.3465 | 1.2855 | 1.413 |
Largest Winning Trade | 27804 | 27804 | 23242 | 44482 | 44482 | 36366 |
Largest Losing Trade | -14224 | -14224 | -10607 | -33370 | -33115 | -33370 |
Avg Bars in Trades | 138 | 142 | 134 | 138 | 142 | 134 |
Avg Bars in Winners | 165 | 170 | 160 | 165 | 170 | 160 |
Avg Bars in Losers | 107 | 109 | 106 | 107 | 109 | 106 |
Bars Traded | 24489 | 12643 | 11847 | 24489 | 12643 | 11847 |
Profit Streak | 4.3102 | 9.9769 | 0 | 4.3102 | 9.9769 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472156 | 339737 | 343264 | 428419 | 366451 | 325005 |
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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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