Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221626.725 | 104925.5387 | 116701.1863 | 383551.9475 | 208871.9255 | 174680.0219 |
Total P&L (%) | 221.6267 | 104.9255 | 116.7012 | 383.5519 | 208.8719 | 174.68 |
Avg Daily Profit (%) | 0.4255 | 0.2015 | 0.2241 | 0.3031 | 0.2168 | 0.1942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44161 | -43131 | -27927 | -124050 | -114964 | -72312 |
Profit Factor | 1.3719 | 1.3554 | 1.388 | 1.2837 | 1.3195 | 1.2502 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 143 | 67 | 76 | 143 | 67 | 76 |
Losing Trades | 176 | 92 | 84 | 176 | 92 | 84 |
Profitability (%) | 44.8276 | 42.1384 | 47.5 | 44.8276 | 42.1384 | 47.5 |
Ratio Avg Win / Avg Loss | 1.6884 | 1.8611 | 1.5341 | 1.5799 | 1.8118 | 1.3818 |
Largest Winning Trade | 39161 | 39161 | 33723 | 81049 | 81049 | 60143 |
Largest Losing Trade | -10788 | -9462 | -10788 | -34187 | -24560 | -34187 |
Avg Bars in Trades | 77 | 76 | 78 | 77 | 76 | 78 |
Avg Bars in Winners | 109 | 108 | 110 | 109 | 108 | 110 |
Avg Bars in Losers | 52 | 54 | 49 | 52 | 54 | 49 |
Bars Traded | 24810 | 12233 | 12577 | 24810 | 12233 | 12577 |
Profit Streak | 0 | 20.5454 | 0 | 0 | 20.5454 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369742 | 262339 | 298851 | 312659 | 259144 | 219336 |
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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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