Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233181.4753 | 133992.1119 | 99189.3634 | 526360.446 | 327760.0177 | 198600.4283 |
Total P&L (%) | 233.1815 | 133.9921 | 99.1894 | 526.3604 | 327.76 | 198.6004 |
Avg Daily Profit (%) | 0.4477 | 0.2573 | 0.1904 | 0.3529 | 0.2794 | 0.2103 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59580 | -39235 | -28828 | -231336 | -168785 | -109086 |
Profit Factor | 1.4553 | 1.5099 | 1.3977 | 1.3594 | 1.4342 | 1.2798 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Losing Trades | 130 | 62 | 68 | 130 | 62 | 68 |
Profitability (%) | 50.1916 | 52.3077 | 48.0916 | 50.1916 | 52.3077 | 48.0916 |
Ratio Avg Win / Avg Loss | 1.4441 | 1.3766 | 1.5086 | 1.349 | 1.3077 | 1.3814 |
Largest Winning Trade | 30811 | 30811 | 18572 | 95437 | 95437 | 66847 |
Largest Losing Trade | -12926 | -10214 | -12926 | -41864 | -41864 | -30360 |
Avg Bars in Trades | 94 | 99 | 89 | 94 | 99 | 89 |
Avg Bars in Winners | 117 | 119 | 114 | 117 | 119 | 114 |
Avg Bars in Losers | 71 | 78 | 65 | 71 | 78 | 65 |
Bars Traded | 24667 | 12974 | 11693 | 24667 | 12974 | 11693 |
Profit Streak | 0 | 4.4504 | 0 | 0 | 4.4504 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417323 | 331141 | 281296 | 382056 | 321317 | 221452 |
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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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