Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191367.8097 | 75476.4437 | 115891.3661 | 350004.9218 | 184308.8441 | 165696.0777 |
Total P&L (%) | 191.3678 | 75.4764 | 115.8914 | 350.0049 | 184.3088 | 165.6961 |
Avg Daily Profit (%) | 0.7348 | 0.2898 | 0.445 | 0.5792 | 0.402 | 0.3759 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50269 | -30515 | -31925 | -252178 | -130486 | -155746 |
Profit Factor | 1.3952 | 1.3018 | 1.495 | 1.2348 | 1.2526 | 1.2177 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 145 | 74 | 71 | 145 | 74 | 71 |
Losing Trades | 196 | 97 | 99 | 196 | 97 | 99 |
Profitability (%) | 42.522 | 43.2749 | 41.7647 | 42.522 | 43.2749 | 41.7647 |
Ratio Avg Win / Avg Loss | 1.8859 | 1.7064 | 2.0846 | 1.6691 | 1.6419 | 1.6979 |
Largest Winning Trade | 45073 | 45073 | 19432 | 77184 | 77184 | 58540 |
Largest Losing Trade | -11624 | -8710 | -11624 | -35399 | -33573 | -35399 |
Avg Bars in Trades | 72 | 75 | 69 | 72 | 75 | 69 |
Avg Bars in Winners | 105 | 108 | 101 | 105 | 108 | 101 |
Avg Bars in Losers | 47 | 49 | 45 | 47 | 49 | 45 |
Bars Traded | 24619 | 12835 | 11784 | 24619 | 12835 | 11784 |
Profit Streak | 1.6848 | 3.7264 | 0 | 1.6848 | 3.7264 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327383 | 212722 | 282199 | 244206 | 236424 | 199931 |
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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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