Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223795.8953 | 111712.8713 | 112083.024 | 486293.7708 | 281955.6858 | 204338.0851 |
Total P&L (%) | 223.7959 | 111.7129 | 112.083 | 486.2938 | 281.9557 | 204.3381 |
Avg Daily Profit (%) | 0.4297 | 0.2145 | 0.2152 | 0.3402 | 0.2576 | 0.2139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39864 | -45794 | -29647 | -184566 | -131518 | -127697 |
Profit Factor | 1.6628 | 1.6349 | 1.6931 | 1.4837 | 1.5435 | 1.4199 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 43.7158 | 41.3043 | 46.1538 | 43.7158 | 41.3043 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.1409 | 2.3233 | 1.9753 | 1.9102 | 2.1934 | 1.6566 |
Largest Winning Trade | 39959 | 39959 | 25370 | 130184 | 130184 | 59827 |
Largest Losing Trade | -11917 | -9043 | -11917 | -41879 | -41496 | -41879 |
Avg Bars in Trades | 135 | 131 | 138 | 135 | 131 | 138 |
Avg Bars in Winners | 196 | 201 | 192 | 196 | 201 | 192 |
Avg Bars in Losers | 86 | 82 | 91 | 86 | 82 | 91 |
Bars Traded | 24712 | 12115 | 12596 | 24712 | 12115 | 12596 |
Profit Streak | 15.9936 | 15.9936 | 16.3894 | 15.9936 | 15.9936 | 16.3894 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422976 | 257750 | 329703 | 365473 | 256167 | 283219 |
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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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