Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92460.7753 | 52246.1374 | 40214.638 | 99358.2382 | 70428.7018 | 28929.5365 |
Total P&L (%) | 92.4608 | 52.2461 | 40.2146 | 99.3582 | 70.4287 | 28.9295 |
Avg Daily Profit (%) | 0.355 | 0.2006 | 0.1544 | 0.2653 | 0.2049 | 0.0976 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48252 | -38692 | -42568 | -109860 | -71488 | -88016 |
Profit Factor | 1.2793 | 1.3121 | 1.2457 | 1.1863 | 1.2716 | 1.1056 |
Total Trades | 278 | 139 | 139 | 278 | 139 | 139 |
Winning Trades | 138 | 62 | 76 | 138 | 62 | 76 |
Losing Trades | 140 | 77 | 63 | 140 | 77 | 63 |
Profitability (%) | 49.6403 | 44.6043 | 54.6763 | 49.6403 | 44.6043 | 54.6763 |
Ratio Avg Win / Avg Loss | 1.2978 | 1.6296 | 1.0326 | 1.2035 | 1.5792 | 0.9165 |
Largest Winning Trade | 30043 | 30043 | 12748 | 43745 | 43745 | 18940 |
Largest Losing Trade | -10926 | -8401 | -10926 | -21178 | -11769 | -21178 |
Avg Bars in Trades | 87 | 82 | 92 | 87 | 82 | 92 |
Avg Bars in Winners | 101 | 89 | 111 | 101 | 89 | 111 |
Avg Bars in Losers | 73 | 76 | 70 | 73 | 76 | 70 |
Bars Traded | 24341 | 11439 | 12902 | 24341 | 11439 | 12902 |
Profit Streak | 6.9579 | 6.9579 | 15.6142 | 6.9579 | 6.9579 | 15.6142 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 374129 | 169802 | 192498 | -5919 | 204818 | -171325 |
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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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