Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85626.8216 | 45125.816 | 40501.0056 | 108075.5027 | 40735.035 | 67340.4678 |
Total P&L (%) | 85.6268 | 45.1258 | 40.501 | 108.0755 | 40.735 | 67.3405 |
Avg Daily Profit (%) | 0.1865 | 0.0983 | 0.0882 | 0.1597 | 0.0745 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26576 | -26576 | -19641 | -70848 | -70848 | -26958 |
Profit Factor | 1.4583 | 1.4925 | 1.4254 | 1.3753 | 1.2533 | 1.5295 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 286 | 144 | 142 | 286 | 144 | 142 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 79.0055 | 79.558 | 78.453 | 79.0055 | 79.558 | 78.453 |
Ratio Avg Win / Avg Loss | 0.3875 | 0.3835 | 0.3915 | 0.3655 | 0.322 | 0.4201 |
Largest Winning Trade | 6600 | 4179 | 6600 | 8229 | 8229 | 5805 |
Largest Losing Trade | -26576 | -26576 | -19221 | -70848 | -70848 | -26385 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Losers | 79 | 69 | 88 | 79 | 69 | 88 |
Bars Traded | 10684 | 4957 | 5727 | 10684 | 4957 | 5727 |
Profit Streak | 0 | 602.9662 | 0 | 0 | 602.9662 | 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 | 434015 | -59319 | -74855 | 407504 | -93229 | -40230 |
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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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