Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173199.9787 | 100499.3808 | 72700.5979 | 335083.253 | 218123.0078 | 116960.2452 |
Total P&L (%) | 173.2 | 100.4994 | 72.7006 | 335.0833 | 218.123 | 116.9602 |
Avg Daily Profit (%) | 0.6651 | 0.3859 | 0.2792 | 0.5662 | 0.4454 | 0.2979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36945 | -31238 | -33311 | -92736 | -78362 | -93920 |
Profit Factor | 1.9616 | 2.0739 | 1.8402 | 1.6716 | 1.9015 | 1.4552 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 63.4409 | 60.8696 | 65.9574 | 63.4409 | 60.8696 | 65.9574 |
Ratio Avg Win / Avg Loss | 1.1304 | 1.3332 | 0.9498 | 0.9633 | 1.2224 | 0.7511 |
Largest Winning Trade | 21099 | 21099 | 16688 | 45441 | 45441 | 32805 |
Largest Losing Trade | -19632 | -18627 | -19632 | -53128 | -45611 | -53128 |
Avg Bars in Trades | 259 | 257 | 261 | 259 | 257 | 261 |
Avg Bars in Winners | 181 | 179 | 182 | 181 | 179 | 182 |
Avg Bars in Losers | 395 | 378 | 413 | 395 | 378 | 413 |
Bars Traded | 24129 | 11854 | 12276 | 24129 | 11854 | 12276 |
Profit Streak | 8.3075 | 0 | 11.797 | 8.3075 | 0 | 11.797 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567226 | 436640 | 374141 | 456658 | 442958 | 331345 |
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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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