Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200690.7744 | 125487.1685 | 75203.6059 | 231607.4415 | 50485.1135 | 181122.3281 |
Total P&L (%) | 200.6908 | 125.4872 | 75.2036 | 231.6074 | 50.4851 | 181.1223 |
Avg Daily Profit (%) | 0.3853 | 0.2409 | 0.1444 | 0.2304 | 0.0785 | 0.1987 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59844 | -54148 | -30217 | -220270 | -179674 | -53363 |
Profit Factor | 1.5371 | 1.5772 | 1.4812 | 1.2788 | 1.1 | 1.5559 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 81 | 36 | 45 | 81 | 36 | 45 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 43.3155 | 38.2979 | 48.3871 | 43.3155 | 38.2979 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.0115 | 2.541 | 1.58 | 1.6735 | 1.7722 | 1.6596 |
Largest Winning Trade | 107580 | 107580 | 19997 | 115143 | 115143 | 46786 |
Largest Losing Trade | -11267 | -11053 | -11267 | -45653 | -45653 | -36218 |
Avg Bars in Trades | 132 | 121 | 142 | 132 | 121 | 142 |
Avg Bars in Winners | 182 | 170 | 192 | 182 | 170 | 192 |
Avg Bars in Losers | 93 | 91 | 96 | 93 | 91 | 96 |
Bars Traded | 24703 | 11411 | 13292 | 24703 | 11411 | 13292 |
Profit Streak | 9.335 | 9.335 | 11.7309 | 9.335 | 9.335 | 11.7309 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387751 | 219724 | 57788 | 283269 | -203633 | 358360 |
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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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