Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192549.6369 | 87150.4796 | 105399.1573 | 297112.6732 | 117985.9787 | 179126.6945 |
Total P&L (%) | 192.5496 | 87.1505 | 105.3992 | 297.1127 | 117.986 | 179.1267 |
Avg Daily Profit (%) | 0.3697 | 0.1673 | 0.2024 | 0.2651 | 0.1497 | 0.1973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57144 | -59158 | -31299 | -106646 | -157108 | -96297 |
Profit Factor | 1.5341 | 1.4596 | 1.6167 | 1.368 | 1.2773 | 1.469 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 117 | 62 | 55 | 117 | 62 | 55 |
Losing Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Profitability (%) | 61.2565 | 65.2632 | 57.2917 | 61.2565 | 65.2632 | 57.2917 |
Ratio Avg Win / Avg Loss | 0.9703 | 0.7769 | 1.2052 | 0.8652 | 0.6799 | 1.0951 |
Largest Winning Trade | 22943 | 21775 | 22943 | 52504 | 43598 | 52504 |
Largest Losing Trade | -31299 | -28101 | -31299 | -96297 | -76499 | -96297 |
Avg Bars in Trades | 129 | 125 | 133 | 129 | 125 | 133 |
Avg Bars in Winners | 99 | 75 | 127 | 99 | 75 | 127 |
Avg Bars in Losers | 175 | 218 | 141 | 175 | 218 | 141 |
Bars Traded | 24672 | 11891 | 12782 | 24672 | 11891 | 12782 |
Profit Streak | 3.5657 | 0 | 6.9823 | 3.5657 | 0 | 6.9823 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366788 | 292365 | 389637 | 298079 | 234020 | 358101 |
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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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