Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 123332.3818 | 52273.3373 | 71059.0444 | 140527.227 | 77053.4411 | 63473.7859 |
Total P&L (%) | 123.3324 | 52.2733 | 71.059 | 140.5272 | 77.0534 | 63.4738 |
Avg Daily Profit (%) | 0.4736 | 0.2007 | 0.2729 | 0.3376 | 0.2196 | 0.1889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40838 | -34244 | -26307 | -34623 | -30756 | -46801 |
Profit Factor | 1.2658 | 1.231 | 1.2989 | 1.2339 | 1.2714 | 1.2002 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 136 | 66 | 70 | 136 | 66 | 70 |
Losing Trades | 141 | 73 | 68 | 141 | 73 | 68 |
Profitability (%) | 49.0975 | 47.482 | 50.7246 | 49.0975 | 47.482 | 50.7246 |
Ratio Avg Win / Avg Loss | 1.3123 | 1.3616 | 1.2618 | 1.2792 | 1.4063 | 1.1659 |
Largest Winning Trade | 17353 | 17353 | 15146 | 32119 | 32119 | 24865 |
Largest Losing Trade | -13229 | -13229 | -12294 | -18175 | -12750 | -18175 |
Avg Bars in Trades | 89 | 92 | 86 | 89 | 92 | 86 |
Avg Bars in Winners | 110 | 111 | 110 | 110 | 111 | 110 |
Avg Bars in Losers | 69 | 74 | 62 | 69 | 74 | 62 |
Bars Traded | 24790 | 12804 | 11986 | 24790 | 12804 | 11986 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343317 | 127697 | 245908 | 294450 | 184945 | 182711 |
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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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