Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180048.0154 | 113682.0105 | 66366.0049 | 238678.4318 | 165009.6787 | 73668.753 |
Total P&L (%) | 180.048 | 113.682 | 66.366 | 238.6784 | 165.0097 | 73.6688 |
Avg Daily Profit (%) | 0.3457 | 0.2183 | 0.1274 | 0.2345 | 0.1873 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52116 | -39431 | -46383 | -200197 | -144187 | -118520 |
Profit Factor | 1.327 | 1.3809 | 1.2632 | 1.175 | 1.2203 | 1.1197 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 139 | 71 | 68 | 139 | 71 | 68 |
Losing Trades | 125 | 61 | 64 | 125 | 61 | 64 |
Profitability (%) | 52.6515 | 53.7879 | 51.5152 | 52.6515 | 53.7879 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.1933 | 1.1864 | 1.1889 | 1.0566 | 1.0485 | 1.0539 |
Largest Winning Trade | 26878 | 26878 | 22299 | 65188 | 65188 | 53883 |
Largest Losing Trade | -24907 | -24907 | -18610 | -81488 | -81488 | -47514 |
Avg Bars in Trades | 93 | 96 | 90 | 93 | 96 | 90 |
Avg Bars in Winners | 91 | 89 | 94 | 91 | 89 | 94 |
Avg Bars in Losers | 95 | 106 | 86 | 95 | 106 | 86 |
Bars Traded | 24763 | 12797 | 11966 | 24763 | 12797 | 11966 |
Profit Streak | 1.5185 | 15.0601 | 0 | 1.5185 | 15.0601 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 279829 | 346332 | -23867 | -21495 | 301483 | -140816 |
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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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