Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118477.5547 | 47250.3297 | 71227.225 | 132388.099 | 55077.765 | 77310.334 |
Total P&L (%) | 118.4776 | 47.2503 | 71.2272 | 132.3881 | 55.0778 | 77.3103 |
Avg Daily Profit (%) | 0.4549 | 0.1814 | 0.2735 | 0.3243 | 0.1686 | 0.2202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70457 | -61826 | -40041 | -55204 | -46670 | -27332 |
Profit Factor | 1.2541 | 1.1941 | 1.3196 | 1.3225 | 1.2535 | 1.4001 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 154 | 76 | 78 | 154 | 76 | 78 |
Losing Trades | 172 | 87 | 85 | 172 | 87 | 85 |
Profitability (%) | 47.2393 | 46.6258 | 47.8528 | 47.2393 | 46.6258 | 47.8528 |
Ratio Avg Win / Avg Loss | 1.4007 | 1.367 | 1.438 | 1.4771 | 1.4349 | 1.5257 |
Largest Winning Trade | 18040 | 18040 | 17401 | 29729 | 29729 | 20816 |
Largest Losing Trade | -10606 | -10606 | -9890 | -13375 | -9978 | -13375 |
Avg Bars in Trades | 75 | 78 | 72 | 75 | 78 | 72 |
Avg Bars in Winners | 98 | 100 | 96 | 98 | 100 | 96 |
Avg Bars in Losers | 55 | 59 | 51 | 55 | 59 | 51 |
Bars Traded | 24677 | 12799 | 11878 | 24677 | 12799 | 11878 |
Profit Streak | 5.7333 | 0 | 9.5042 | 5.7333 | 0 | 9.5042 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343478 | -3501 | 274672 | 318335 | 134946 | 315970 |
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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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