Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145143.5558 | 61868.5559 | 83274.9999 | 230298.3848 | 114618.1117 | 115680.2731 |
Total P&L (%) | 145.1436 | 61.8686 | 83.275 | 230.2984 | 114.6181 | 115.6803 |
Avg Daily Profit (%) | 0.5573 | 0.2376 | 0.3198 | 0.4599 | 0.2937 | 0.2956 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52507 | -37577 | -32701 | -131025 | -95103 | -73377 |
Profit Factor | 1.3467 | 1.2758 | 1.4284 | 1.2777 | 1.2703 | 1.2853 |
Total Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Winning Trades | 199 | 102 | 97 | 199 | 102 | 97 |
Losing Trades | 162 | 79 | 83 | 162 | 79 | 83 |
Profitability (%) | 55.1247 | 56.3536 | 53.8889 | 55.1247 | 56.3536 | 53.8889 |
Ratio Avg Win / Avg Loss | 1.0963 | 0.9881 | 1.2222 | 1.0401 | 0.9839 | 1.0998 |
Largest Winning Trade | 15335 | 15335 | 11103 | 28262 | 28262 | 20978 |
Largest Losing Trade | -17400 | -14787 | -17400 | -44526 | -25873 | -44526 |
Avg Bars in Trades | 68 | 71 | 65 | 68 | 71 | 65 |
Avg Bars in Winners | 64 | 61 | 68 | 64 | 61 | 68 |
Avg Bars in Losers | 72 | 83 | 62 | 72 | 83 | 62 |
Bars Traded | 24654 | 12870 | 11784 | 24654 | 12870 | 11784 |
Profit Streak | 1.4651 | 1.5484 | 0 | 1.4651 | 1.5484 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347653 | 108627 | 324321 | 302477 | 144199 | 285401 |
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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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