Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194232.693 | 117760.8957 | 76471.7973 | 310117.5462 | 179890.6508 | 130226.8954 |
Total P&L (%) | 194.2327 | 117.7609 | 76.4718 | 310.1175 | 179.8907 | 130.2269 |
Avg Daily Profit (%) | 0.3729 | 0.2261 | 0.1468 | 0.2713 | 0.1978 | 0.1602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43971 | -52526 | -24968 | -118486 | -161126 | -70853 |
Profit Factor | 1.3729 | 1.4348 | 1.3059 | 1.2668 | 1.2802 | 1.2503 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Losing Trades | 155 | 79 | 76 | 155 | 79 | 76 |
Profitability (%) | 48.3333 | 47.3333 | 49.3333 | 48.3333 | 47.3333 | 49.3333 |
Ratio Avg Win / Avg Loss | 1.4676 | 1.5964 | 1.3412 | 1.3542 | 1.4245 | 1.2841 |
Largest Winning Trade | 27434 | 27434 | 24496 | 81925 | 81925 | 60053 |
Largest Losing Trade | -18397 | -18397 | -14483 | -56526 | -56526 | -30269 |
Avg Bars in Trades | 82 | 80 | 85 | 82 | 80 | 85 |
Avg Bars in Winners | 99 | 100 | 98 | 99 | 100 | 98 |
Avg Bars in Losers | 66 | 61 | 72 | 66 | 61 | 72 |
Bars Traded | 24804 | 12025 | 12779 | 24804 | 12025 | 12779 |
Profit Streak | 0 | 0 | 7.4745 | 0 | 0 | 7.4745 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359304 | 305550 | 113931 | 304703 | 222844 | 257150 |
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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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