Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209761.5333 | 125144.7964 | 84616.7369 | 397177.8727 | 259930.9266 | 137246.946 |
Total P&L (%) | 209.7615 | 125.1448 | 84.6167 | 397.1779 | 259.9309 | 137.2469 |
Avg Daily Profit (%) | 0.4027 | 0.2403 | 0.1625 | 0.3084 | 0.2462 | 0.166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49412 | -55336 | -23775 | -144962 | -164049 | -113497 |
Profit Factor | 1.571 | 1.6779 | 1.463 | 1.4033 | 1.5168 | 1.2848 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 43.9306 | 40.6977 | 47.1264 | 43.9306 | 40.6977 | 47.1264 |
Ratio Avg Win / Avg Loss | 2.0051 | 2.445 | 1.6414 | 1.7911 | 2.2102 | 1.4415 |
Largest Winning Trade | 35931 | 35931 | 22008 | 78796 | 78796 | 54661 |
Largest Losing Trade | -12117 | -11835 | -12117 | -35956 | -32293 | -35956 |
Avg Bars in Trades | 143 | 139 | 147 | 143 | 139 | 147 |
Avg Bars in Winners | 215 | 217 | 213 | 215 | 217 | 213 |
Avg Bars in Losers | 87 | 85 | 88 | 87 | 85 | 88 |
Bars Traded | 24822 | 11979 | 12841 | 24822 | 11979 | 12841 |
Profit Streak | 0 | 15.802 | 0 | 0 | 15.802 | 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 | 366550 | 277337 | 269399 | 300633 | 255442 | 191304 |
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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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