Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198864.3176 | 125323.229 | 73541.0886 | 329049.547 | 238559.8334 | 90489.7136 |
Total P&L (%) | 198.8643 | 125.3232 | 73.5411 | 329.0495 | 238.5598 | 90.4897 |
Avg Daily Profit (%) | 0.3818 | 0.2406 | 0.1412 | 0.28 | 0.2344 | 0.1238 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37315 | -38444 | -45761 | -72306 | -81045 | -90309 |
Profit Factor | 1.3686 | 1.4325 | 1.2944 | 1.3337 | 1.4684 | 1.1897 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Profitability (%) | 42.0849 | 40 | 44.186 | 42.0849 | 40 | 44.186 |
Ratio Avg Win / Avg Loss | 1.8834 | 2.1488 | 1.6351 | 1.8353 | 2.2026 | 1.5028 |
Largest Winning Trade | 27032 | 27032 | 16913 | 66999 | 66999 | 38883 |
Largest Losing Trade | -15453 | -13672 | -15453 | -38747 | -29739 | -38747 |
Avg Bars in Trades | 94 | 98 | 90 | 94 | 98 | 90 |
Avg Bars in Winners | 138 | 144 | 133 | 138 | 144 | 133 |
Avg Bars in Losers | 62 | 68 | 56 | 62 | 68 | 56 |
Bars Traded | 24521 | 12846 | 11675 | 24521 | 12846 | 11675 |
Profit Streak | 5.0741 | 5.2824 | 0 | 5.0741 | 5.2824 | 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 | 331675 | 216621 | -6420 | 292663 | 222603 | -41462 |
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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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