Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170553.3122 | 78878.2714 | 91675.0407 | 261898.036 | 138812.8161 | 123085.2199 |
Total P&L (%) | 170.5533 | 78.8783 | 91.675 | 261.898 | 138.8128 | 123.0852 |
Avg Daily Profit (%) | 0.6549 | 0.3029 | 0.352 | 0.4951 | 0.3348 | 0.3086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65692 | -47820 | -34447 | -55231 | -37606 | -42297 |
Profit Factor | 1.3989 | 1.3729 | 1.4244 | 1.5016 | 1.5507 | 1.4559 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Profitability (%) | 45.8167 | 46.4 | 45.2381 | 45.8167 | 46.4 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.6544 | 1.5859 | 1.7243 | 1.7759 | 1.7913 | 1.7624 |
Largest Winning Trade | 31218 | 23250 | 31218 | 48432 | 48432 | 32276 |
Largest Losing Trade | -13868 | -13868 | -11583 | -35947 | -20868 | -35947 |
Avg Bars in Trades | 98 | 102 | 94 | 98 | 102 | 94 |
Avg Bars in Winners | 136 | 135 | 137 | 136 | 135 | 137 |
Avg Bars in Losers | 66 | 74 | 58 | 66 | 74 | 58 |
Bars Traded | 24715 | 12835 | 11880 | 24715 | 12835 | 11880 |
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 | 417586 | 256433 | 266704 | 391017 | 305371 | 260265 |
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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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