Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137267.0065 | 71602.3059 | 65664.7006 | 201635.9959 | 145121.2971 | 56514.6988 |
Total P&L (%) | 137.267 | 71.6023 | 65.6647 | 201.636 | 145.1213 | 56.5147 |
Avg Daily Profit (%) | 0.5271 | 0.2749 | 0.2521 | 0.4249 | 0.3449 | 0.1722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30340 | -39003 | -18255 | -57130 | -50716 | -41490 |
Profit Factor | 1.3939 | 1.3282 | 1.504 | 1.3153 | 1.386 | 1.2145 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 156 | 77 | 79 | 156 | 77 | 79 |
Losing Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Profitability (%) | 55.516 | 55 | 56.0284 | 55.516 | 55 | 56.0284 |
Ratio Avg Win / Avg Loss | 1.1169 | 1.0867 | 1.1803 | 1.0539 | 1.134 | 0.9531 |
Largest Winning Trade | 14324 | 14324 | 13089 | 27315 | 27315 | 16381 |
Largest Losing Trade | -26341 | -26341 | -11674 | -28714 | -28714 | -23005 |
Avg Bars in Trades | 88 | 134 | 42 | 88 | 134 | 42 |
Avg Bars in Winners | 79 | 115 | 44 | 79 | 115 | 44 |
Avg Bars in Losers | 98 | 157 | 38 | 98 | 157 | 38 |
Bars Traded | 24759 | 18829 | 5930 | 24759 | 18829 | 5930 |
Profit Streak | 0 | 5.0398 | 0 | 0 | 5.0398 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427103 | 315784 | 299281 | 378347 | 350011 | 129026 |
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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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