Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174326.4804 | 104303.1033 | 70023.3771 | 255782.6481 | 175984.8422 | 79797.806 |
Total P&L (%) | 174.3265 | 104.3031 | 70.0234 | 255.7826 | 175.9848 | 79.7978 |
Avg Daily Profit (%) | 0.3347 | 0.2003 | 0.1344 | 0.244 | 0.1951 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43818 | -53300 | -32869 | -184845 | -180752 | -137263 |
Profit Factor | 1.4415 | 1.5214 | 1.3594 | 1.2239 | 1.303 | 1.1421 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 45.8128 | 44.5545 | 47.0588 | 45.8128 | 44.5545 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.705 | 1.8933 | 1.5293 | 1.4476 | 1.6215 | 1.2849 |
Largest Winning Trade | 39485 | 39485 | 24684 | 82111 | 82111 | 75581 |
Largest Losing Trade | -14447 | -11693 | -14447 | -53043 | -53043 | -43732 |
Avg Bars in Trades | 122 | 118 | 126 | 122 | 118 | 126 |
Avg Bars in Winners | 175 | 172 | 179 | 175 | 172 | 179 |
Avg Bars in Losers | 77 | 74 | 80 | 77 | 74 | 80 |
Bars Traded | 24851 | 11920 | 12931 | 24851 | 11920 | 12931 |
Profit Streak | 0 | 12.3309 | 0 | 0 | 12.3309 | 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 | 349115 | 298236 | -13981 | 233329 | 248585 | -108717 |
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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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