Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215851.9743 | 121192.389 | 94659.5853 | 450320.4678 | 304149.312 | 146171.1558 |
Total P&L (%) | 215.852 | 121.1924 | 94.6596 | 450.3205 | 304.1493 | 146.1712 |
Avg Daily Profit (%) | 0.4144 | 0.2327 | 0.1817 | 0.328 | 0.2685 | 0.1731 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37217 | -52633 | -19190 | -190348 | -177138 | -99332 |
Profit Factor | 1.632 | 1.6816 | 1.5783 | 1.4176 | 1.5333 | 1.2876 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Profitability (%) | 41.8994 | 40.4494 | 43.3333 | 41.8994 | 40.4494 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.2631 | 2.4756 | 2.0639 | 1.9657 | 2.2574 | 1.6838 |
Largest Winning Trade | 36829 | 36829 | 21790 | 84540 | 84540 | 61432 |
Largest Losing Trade | -11449 | -10619 | -11449 | -59619 | -46691 | -59619 |
Avg Bars in Trades | 136 | 131 | 142 | 136 | 131 | 142 |
Avg Bars in Winners | 214 | 210 | 218 | 214 | 210 | 218 |
Avg Bars in Losers | 80 | 77 | 83 | 80 | 77 | 83 |
Bars Traded | 24483 | 11669 | 12813 | 24483 | 11669 | 12813 |
Profit Streak | 0 | 18.2267 | 0 | 0 | 18.2267 | 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 | 351448 | 271910 | 247876 | 282478 | 262602 | 181282 |
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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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