Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205887.87 | 98186.6611 | 107701.2089 | 455989.3991 | 251164.617 | 204824.782 |
Total P&L (%) | 205.8879 | 98.1867 | 107.7012 | 455.9894 | 251.1646 | 204.8248 |
Avg Daily Profit (%) | 0.7906 | 0.377 | 0.4136 | 0.6609 | 0.4835 | 0.4289 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26128 | -21367 | -29038 | -147995 | -90941 | -90325 |
Profit Factor | 1.5105 | 1.5211 | 1.5011 | 1.4321 | 1.5275 | 1.3537 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Profitability (%) | 47.2727 | 47.4453 | 47.1014 | 47.2727 | 47.4453 | 47.1014 |
Ratio Avg Win / Avg Loss | 1.6847 | 1.685 | 1.6859 | 1.5974 | 1.692 | 1.5203 |
Largest Winning Trade | 16738 | 16696 | 16738 | 82228 | 82228 | 58837 |
Largest Losing Trade | -13897 | -12082 | -13897 | -30316 | -26442 | -30316 |
Avg Bars in Trades | 90 | 93 | 86 | 90 | 93 | 86 |
Avg Bars in Winners | 112 | 110 | 113 | 112 | 110 | 113 |
Avg Bars in Losers | 70 | 78 | 61 | 70 | 78 | 61 |
Bars Traded | 24768 | 12858 | 11910 | 24768 | 12858 | 11910 |
Profit Streak | 1.6494 | 0 | 1.8056 | 1.6494 | 0 | 1.8056 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422892 | 327617 | 248799 | 365771 | 361782 | 221094 |
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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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