Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107488.1586 | 56339.4215 | 51148.7371 | 158621.7672 | 57899.5657 | 100722.2015 |
Total P&L (%) | 107.4882 | 56.3394 | 51.1487 | 158.6218 | 57.8996 | 100.7222 |
Avg Daily Profit (%) | 0.2341 | 0.1227 | 0.1114 | 0.2072 | 0.0996 | 0.1519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25709 | -29031 | -22548 | -82538 | -92432 | -32392 |
Profit Factor | 1.5715 | 1.5853 | 1.557 | 1.469 | 1.2946 | 1.7109 |
Total Trades | 375 | 187 | 188 | 375 | 187 | 188 |
Winning Trades | 296 | 149 | 147 | 296 | 149 | 147 |
Losing Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Profitability (%) | 78.9333 | 79.6791 | 78.1915 | 78.9333 | 79.6791 | 78.1915 |
Ratio Avg Win / Avg Loss | 0.4194 | 0.4043 | 0.4343 | 0.3921 | 0.3302 | 0.4772 |
Largest Winning Trade | 5234 | 5234 | 3995 | 11137 | 11137 | 9893 |
Largest Losing Trade | -20499 | -17836 | -20499 | -54886 | -54886 | -32392 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 75 | 64 | 86 | 75 | 64 | 86 |
Bars Traded | 10817 | 4813 | 6004 | 10817 | 4813 | 6004 |
Profit Streak | 0 | 607.0304 | 0 | 0 | 607.0304 | 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 | 475671 | -25559 | -41924 | 444831 | -58128 | 395746 |
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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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