Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137616.8141 | 81604.0098 | 56012.8043 | 216946.8017 | 154310.9436 | 62635.8581 |
Total P&L (%) | 137.6168 | 81.604 | 56.0128 | 216.9468 | 154.3109 | 62.6359 |
Avg Daily Profit (%) | 0.5284 | 0.3134 | 0.2151 | 0.4439 | 0.3591 | 0.1869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34775 | -21732 | -51011 | -100195 | -59582 | -153302 |
Profit Factor | 1.5862 | 1.7615 | 1.439 | 1.3628 | 1.5912 | 1.1859 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 118 | 55 | 63 | 118 | 55 | 63 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 61.7801 | 57.8947 | 65.625 | 61.7801 | 57.8947 | 65.625 |
Ratio Avg Win / Avg Loss | 0.9813 | 1.2811 | 0.7537 | 0.8431 | 1.1573 | 0.6212 |
Largest Winning Trade | 15847 | 15573 | 15847 | 35212 | 35212 | 32907 |
Largest Losing Trade | -16216 | -13674 | -16216 | -46159 | -36813 | -46159 |
Avg Bars in Trades | 126 | 129 | 123 | 126 | 129 | 123 |
Avg Bars in Winners | 72 | 69 | 74 | 72 | 69 | 74 |
Avg Bars in Losers | 213 | 211 | 216 | 213 | 211 | 216 |
Bars Traded | 24132 | 12316 | 11816 | 24132 | 12316 | 11816 |
Profit Streak | 5.5362 | 0 | 31.4321 | 5.5362 | 0 | 31.4321 |
Trades During Streak | 1 | 0 | 12 | 1 | 0 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447544 | 365256 | 303191 | 372410 | 366172 | -8338 |
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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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