Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177820.474 | 77505.4506 | 100315.0234 | 307596.9012 | 148620.1918 | 158976.7095 |
Total P&L (%) | 177.8205 | 77.5055 | 100.315 | 307.5969 | 148.6202 | 158.9767 |
Avg Daily Profit (%) | 0.6828 | 0.2976 | 0.3852 | 0.541 | 0.3503 | 0.3661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44136 | -49089 | -21420 | -49313 | -51627 | -30534 |
Profit Factor | 1.4229 | 1.3423 | 1.5169 | 1.5074 | 1.44 | 1.5921 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Losing Trades | 177 | 93 | 84 | 177 | 93 | 84 |
Profitability (%) | 43.0868 | 40 | 46.1538 | 43.0868 | 40 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8795 | 2.0135 | 1.7697 | 1.9911 | 2.16 | 1.8575 |
Largest Winning Trade | 26108 | 24151 | 26108 | 63082 | 63082 | 42174 |
Largest Losing Trade | -11200 | -11200 | -7593 | -26254 | -26254 | -18744 |
Avg Bars in Trades | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Winners | 117 | 124 | 111 | 117 | 124 | 111 |
Avg Bars in Losers | 51 | 51 | 50 | 51 | 51 | 50 |
Bars Traded | 24753 | 12522 | 12231 | 24753 | 12522 | 12231 |
Profit Streak | 6.1496 | 0 | 8.535 | 6.1496 | 0 | 8.535 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429527 | 175722 | 367846 | 404477 | 213435 | 378500 |
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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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