Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190231.9714 | 113132.5463 | 77099.425 | 306968.9443 | 198400.179 | 108568.7653 |
Total P&L (%) | 190.232 | 113.1325 | 77.0994 | 306.9689 | 198.4002 | 108.5688 |
Avg Daily Profit (%) | 0.3652 | 0.2172 | 0.148 | 0.2699 | 0.2101 | 0.1412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66478 | -69781 | -21628 | -177735 | -187793 | -49958 |
Profit Factor | 1.4633 | 1.5266 | 1.3939 | 1.3218 | 1.395 | 1.2404 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 113 | 60 | 53 | 113 | 60 | 53 |
Profitability (%) | 43.7811 | 40.5941 | 47 | 43.7811 | 40.5941 | 47 |
Ratio Avg Win / Avg Loss | 1.879 | 2.234 | 1.5718 | 1.6973 | 2.0415 | 1.3987 |
Largest Winning Trade | 36031 | 36031 | 22535 | 72423 | 72423 | 62761 |
Largest Losing Trade | -14447 | -10268 | -14447 | -33220 | -33220 | -27011 |
Avg Bars in Trades | 123 | 120 | 125 | 123 | 120 | 125 |
Avg Bars in Winners | 184 | 188 | 180 | 184 | 188 | 180 |
Avg Bars in Losers | 75 | 73 | 77 | 75 | 73 | 77 |
Bars Traded | 24737 | 12138 | 12599 | 24737 | 12138 | 12599 |
Profit Streak | 5.1737 | 5.5487 | 0 | 5.1737 | 5.5487 | 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 | 360171 | 235497 | 155345 | 299688 | 204378 | -6791 |
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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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