Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183331.291 | 114661.7705 | 68669.5205 | 285535.6687 | 207334.191 | 78201.4777 |
Total P&L (%) | 183.3313 | 114.6618 | 68.6695 | 285.5357 | 207.3342 | 78.2015 |
Avg Daily Profit (%) | 0.352 | 0.2202 | 0.1318 | 0.2594 | 0.2158 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50280 | -57196 | -23718 | -95994 | -108280 | -45457 |
Profit Factor | 1.4605 | 1.5738 | 1.3464 | 1.396 | 1.5688 | 1.2194 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Losing Trades | 114 | 58 | 56 | 114 | 58 | 56 |
Profitability (%) | 43.8424 | 43.1373 | 44.5545 | 43.8424 | 43.1373 | 44.5545 |
Ratio Avg Win / Avg Loss | 1.8708 | 2.0746 | 1.6755 | 1.7881 | 2.0679 | 1.5174 |
Largest Winning Trade | 35704 | 35704 | 24082 | 55988 | 55988 | 41284 |
Largest Losing Trade | -12102 | -12102 | -11897 | -21706 | -20629 | -21706 |
Avg Bars in Trades | 120 | 116 | 123 | 120 | 116 | 123 |
Avg Bars in Winners | 178 | 178 | 179 | 178 | 178 | 179 |
Avg Bars in Losers | 74 | 69 | 79 | 74 | 69 | 79 |
Bars Traded | 24418 | 11906 | 12512 | 24418 | 11906 | 12512 |
Profit Streak | 6.2658 | 21.3283 | 0 | 6.2658 | 21.3283 | 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 | 356001 | 311530 | -18593 | 313324 | 309079 | -47090 |
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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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