Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129492.0375 | 61655.8011 | 67836.2363 | 172213.668 | 99166.8325 | 73046.8355 |
Total P&L (%) | 129.492 | 61.6558 | 67.8362 | 172.2137 | 99.1668 | 73.0468 |
Avg Daily Profit (%) | 1.4917 | 0.7102 | 0.7814 | 1.1603 | 0.7968 | 0.6337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28230 | -17099 | -17179 | -35434 | -22491 | -26666 |
Profit Factor | 1.7112 | 1.603 | 1.8497 | 1.7495 | 1.8118 | 1.6788 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Losing Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Profitability (%) | 45.6044 | 51.6484 | 39.5604 | 45.6044 | 51.6484 | 39.5604 |
Ratio Avg Win / Avg Loss | 2.0411 | 1.5007 | 2.826 | 2.0868 | 1.6961 | 2.5649 |
Largest Winning Trade | 57438 | 50290 | 57438 | 95446 | 95446 | 69241 |
Largest Losing Trade | -9349 | -6816 | -9349 | -26666 | -9567 | -26666 |
Avg Bars in Trades | 134 | 195 | 73 | 134 | 195 | 73 |
Avg Bars in Winners | 185 | 237 | 118 | 185 | 237 | 118 |
Avg Bars in Losers | 91 | 151 | 43 | 91 | 151 | 43 |
Bars Traded | 24475 | 17832 | 6643 | 24475 | 17832 | 6643 |
Profit Streak | 0.8427 | 0 | 1.4955 | 0.8427 | 0 | 1.4955 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387856 | 446973 | 256366 | 380161 | 508139 | 204235 |
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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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