Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239960.1729 | 140895.992 | 99064.1808 | 507213.072 | 346214.2067 | 160998.8653 |
Total P&L (%) | 239.9602 | 140.896 | 99.0642 | 507.2131 | 346.2142 | 160.9989 |
Avg Daily Profit (%) | 0.4607 | 0.2705 | 0.1902 | 0.3469 | 0.2876 | 0.1844 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55139 | -53066 | -50125 | -291058 | -294700 | -236239 |
Profit Factor | 1.5261 | 1.6523 | 1.4126 | 1.2513 | 1.3761 | 1.1466 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Profitability (%) | 47.3404 | 46.8085 | 47.8723 | 47.3404 | 46.8085 | 47.8723 |
Ratio Avg Win / Avg Loss | 1.6976 | 1.8776 | 1.5382 | 1.3919 | 1.5638 | 1.2486 |
Largest Winning Trade | 32201 | 32201 | 26083 | 117081 | 117081 | 105344 |
Largest Losing Trade | -18348 | -18348 | -15896 | -101687 | -101687 | -82461 |
Avg Bars in Trades | 130 | 111 | 149 | 130 | 111 | 149 |
Avg Bars in Winners | 163 | 139 | 187 | 163 | 139 | 187 |
Avg Bars in Losers | 100 | 86 | 115 | 100 | 86 | 115 |
Bars Traded | 24567 | 10472 | 14095 | 24567 | 10472 | 14095 |
Profit Streak | 4.8613 | 14.0904 | 0 | 4.8613 | 14.0904 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446201 | 371362 | 277963 | 325713 | 323724 | -53448 |
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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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