Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293336.7309 | 129966.4173 | 163370.3137 | 778925.978 | 359594.8055 | 419331.1724 |
Total P&L (%) | 293.3367 | 129.9664 | 163.3703 | 778.926 | 359.5948 | 419.3312 |
Avg Daily Profit (%) | 0.3176 | 0.1407 | 0.1769 | 0.2356 | 0.1652 | 0.1785 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47433 | -58916 | -45021 | -233942 | -274293 | -118849 |
Profit Factor | 1.6821 | 1.5717 | 1.8059 | 1.6066 | 1.5399 | 1.6784 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Profitability (%) | 38.5417 | 35.4167 | 41.6667 | 38.5417 | 35.4167 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.6822 | 2.866 | 2.5282 | 2.5618 | 2.808 | 2.3498 |
Largest Winning Trade | 53986 | 53986 | 28412 | 174785 | 174785 | 124416 |
Largest Losing Trade | -14866 | -14866 | -13094 | -118849 | -71405 | -118849 |
Avg Bars in Trades | 18 | 19 | 17 | 18 | 19 | 17 |
Avg Bars in Winners | 34 | 36 | 32 | 34 | 36 | 32 |
Avg Bars in Losers | 8 | 9 | 6 | 8 | 9 | 6 |
Bars Traded | 3516 | 1842 | 1674 | 3516 | 1842 | 1674 |
Profit Streak | 13.0489 | 0 | 14.2989 | 13.0489 | 0 | 14.2989 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332913 | -8050 | 294524 | 317443 | 154563 | 286170 |
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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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