Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181885.2297 | 58138.4701 | 123746.7596 | 202626.3374 | 58236.6105 | 144389.7269 |
Total P&L (%) | 181.8852 | 58.1385 | 123.7468 | 202.6263 | 58.2366 | 144.3897 |
Avg Daily Profit (%) | 0.3492 | 0.1116 | 0.2376 | 0.2128 | 0.0882 | 0.1717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104399 | -47557 | -70797 | -109493 | -67812 | -64724 |
Profit Factor | 1.3449 | 1.1836 | 1.5872 | 1.3032 | 1.1493 | 1.5189 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 61.9048 | 61.7021 | 62.1053 | 61.9048 | 61.7021 | 62.1053 |
Ratio Avg Win / Avg Loss | 0.8276 | 0.7347 | 0.9685 | 0.8019 | 0.7133 | 0.9268 |
Largest Winning Trade | 27406 | 27406 | 20288 | 40667 | 40667 | 27642 |
Largest Losing Trade | -38887 | -38887 | -19365 | -57344 | -57344 | -40681 |
Avg Bars in Trades | 130 | 143 | 118 | 130 | 143 | 118 |
Avg Bars in Winners | 113 | 119 | 107 | 113 | 119 | 107 |
Avg Bars in Losers | 159 | 180 | 138 | 159 | 180 | 138 |
Bars Traded | 24751 | 13451 | 11300 | 24751 | 13451 | 11300 |
Profit Streak | 0 | 2.5132 | 0 | 0 | 2.5132 | 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 | 343875 | -65930 | 317318 | 292727 | -135001 | 282019 |
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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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