Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 243389.9779 | 118914.816 | 124475.162 | 659844.8785 | 374616.8402 | 285228.0384 |
Total P&L (%) | 243.39 | 118.9148 | 124.4752 | 659.8449 | 374.6168 | 285.228 |
Avg Daily Profit (%) | 0.9346 | 0.4566 | 0.478 | 0.7818 | 0.5998 | 0.5192 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30782 | -25104 | -23504 | -200490 | -133545 | -158585 |
Profit Factor | 1.6687 | 1.6317 | 1.7084 | 1.5082 | 1.5809 | 1.4364 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Losing Trades | 139 | 68 | 71 | 139 | 68 | 71 |
Profitability (%) | 45.2756 | 46.4567 | 44.0945 | 45.2756 | 46.4567 | 44.0945 |
Ratio Avg Win / Avg Loss | 2.017 | 1.8806 | 2.166 | 1.8229 | 1.8221 | 1.8212 |
Largest Winning Trade | 45928 | 45928 | 32335 | 90341 | 90341 | 72741 |
Largest Losing Trade | -10120 | -8926 | -10120 | -77472 | -37624 | -77472 |
Avg Bars in Trades | 97 | 98 | 96 | 97 | 98 | 96 |
Avg Bars in Winners | 149 | 150 | 148 | 149 | 150 | 148 |
Avg Bars in Losers | 54 | 53 | 55 | 54 | 53 | 55 |
Bars Traded | 24709 | 12496 | 12213 | 24709 | 12496 | 12213 |
Profit Streak | 3.0773 | 5.3794 | 3.0773 | 3.0773 | 5.3794 | 3.0773 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501140 | 414502 | 296997 | 481348 | 452152 | 266172 |
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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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