Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177835.2477 | 97136.273 | 80698.9747 | 264449.3523 | 146070.4149 | 118378.9373 |
Total P&L (%) | 177.8352 | 97.1363 | 80.699 | 264.4494 | 146.0704 | 118.3789 |
Avg Daily Profit (%) | 0.3414 | 0.1865 | 0.1549 | 0.2486 | 0.173 | 0.1501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45260 | -49129 | -30016 | -190413 | -180790 | -136871 |
Profit Factor | 1.409 | 1.4229 | 1.3935 | 1.1934 | 1.2017 | 1.1841 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 43.6441 | 41.5254 | 45.7627 | 43.6441 | 41.5254 | 45.7627 |
Ratio Avg Win / Avg Loss | 1.8194 | 2.0036 | 1.6516 | 1.541 | 1.6922 | 1.4034 |
Largest Winning Trade | 34581 | 34581 | 25659 | 94882 | 94882 | 85904 |
Largest Losing Trade | -11725 | -10165 | -11725 | -43392 | -42130 | -43392 |
Avg Bars in Trades | 103 | 97 | 109 | 103 | 97 | 109 |
Avg Bars in Winners | 151 | 148 | 153 | 151 | 148 | 153 |
Avg Bars in Losers | 67 | 61 | 72 | 67 | 61 | 72 |
Bars Traded | 24489 | 11558 | 12931 | 24489 | 11558 | 12931 |
Profit Streak | 0 | 10.3727 | 0 | 0 | 10.3727 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319883 | 232054 | 235630 | -432 | 179254 | -13297 |
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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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