Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69903.2419 | 44520.0163 | 25383.2256 | 71513.7206 | 49440.916 | 22072.8046 |
Total P&L (%) | 69.9032 | 44.52 | 25.3832 | 71.5137 | 49.4409 | 22.0728 |
Avg Daily Profit (%) | 0.2684 | 0.171 | 0.0975 | 0.2074 | 0.1544 | 0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25017 | -25362 | -17675 | -33255 | -30548 | -22676 |
Profit Factor | 1.2697 | 1.3338 | 1.2018 | 1.2083 | 1.2836 | 1.1306 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 211 | 109 | 102 | 211 | 109 | 102 |
Losing Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Profitability (%) | 72.2603 | 74.6575 | 69.863 | 72.2603 | 74.6575 | 69.863 |
Ratio Avg Win / Avg Loss | 0.4874 | 0.4527 | 0.5184 | 0.4638 | 0.4357 | 0.4877 |
Largest Winning Trade | 10900 | 10900 | 6784 | 14566 | 14566 | 7272 |
Largest Losing Trade | -18474 | -18474 | -12774 | -19863 | -18240 | -19863 |
Avg Bars in Trades | 84 | 81 | 88 | 84 | 81 | 88 |
Avg Bars in Winners | 42 | 43 | 41 | 42 | 43 | 41 |
Avg Bars in Losers | 193 | 191 | 194 | 193 | 191 | 194 |
Bars Traded | 24689 | 11838 | 12851 | 24689 | 11838 | 12851 |
Profit Streak | 0 | 1.7738 | 0 | 0 | 1.7738 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340164 | 127187 | -67538 | 308088 | 126800 | -173719 |
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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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