Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122923.1089 | 72406.5103 | 50516.5985 | 183992.269 | 99654.3364 | 84337.9325 |
Total P&L (%) | 122.9231 | 72.4065 | 50.5166 | 183.9923 | 99.6543 | 84.3379 |
Avg Daily Profit (%) | 0.472 | 0.278 | 0.194 | 0.4016 | 0.2659 | 0.2351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51757 | -27837 | -35283 | -47104 | -32049 | -34206 |
Profit Factor | 1.5879 | 1.6867 | 1.4874 | 1.7061 | 1.7389 | 1.6708 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 147 | 77 | 70 | 147 | 77 | 70 |
Losing Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Profitability (%) | 74.6193 | 77.7778 | 71.4286 | 74.6193 | 77.7778 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.5401 | 0.4819 | 0.5949 | 0.5803 | 0.4968 | 0.6683 |
Largest Winning Trade | 12325 | 12325 | 6843 | 20324 | 20324 | 11266 |
Largest Losing Trade | -24673 | -18617 | -24673 | -26231 | -18444 | -26231 |
Avg Bars in Trades | 125 | 122 | 128 | 125 | 122 | 128 |
Avg Bars in Winners | 81 | 83 | 79 | 81 | 83 | 79 |
Avg Bars in Losers | 254 | 259 | 251 | 254 | 259 | 251 |
Bars Traded | 24748 | 12117 | 12631 | 24748 | 12117 | 12631 |
Profit Streak | 0 | 0 | 13.0571 | 0 | 0 | 13.0571 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466191 | 392354 | 298099 | 454562 | 392236 | 387218 |
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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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