Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168037.2161 | 108072.629 | 59964.5871 | 221033.4224 | 132300.602 | 88732.8205 |
Total P&L (%) | 168.0372 | 108.0726 | 59.9646 | 221.0334 | 132.3006 | 88.7328 |
Avg Daily Profit (%) | 0.3226 | 0.2075 | 0.1151 | 0.2242 | 0.162 | 0.122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63519 | -40974 | -53024 | -96123 | -80018 | -54505 |
Profit Factor | 1.3036 | 1.3704 | 1.2292 | 1.2722 | 1.3013 | 1.2378 |
Total Trades | 295 | 148 | 147 | 295 | 148 | 147 |
Winning Trades | 133 | 68 | 65 | 133 | 68 | 65 |
Losing Trades | 162 | 80 | 82 | 162 | 80 | 82 |
Profitability (%) | 45.0847 | 45.9459 | 44.2177 | 45.0847 | 45.9459 | 44.2177 |
Ratio Avg Win / Avg Loss | 1.5879 | 1.6122 | 1.5506 | 1.5495 | 1.531 | 1.5616 |
Largest Winning Trade | 21852 | 21755 | 21852 | 47672 | 47672 | 40510 |
Largest Losing Trade | -20844 | -12705 | -20844 | -24304 | -24304 | -23051 |
Avg Bars in Trades | 83 | 89 | 76 | 83 | 89 | 76 |
Avg Bars in Winners | 106 | 110 | 103 | 106 | 110 | 103 |
Avg Bars in Losers | 63 | 71 | 56 | 63 | 71 | 56 |
Bars Traded | 24546 | 13252 | 11294 | 24546 | 13252 | 11294 |
Profit Streak | 5.7756 | 23.6089 | 0 | 5.7756 | 23.6089 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347409 | 304842 | -42185 | 310197 | 275630 | -32272 |
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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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