Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169649.9215 | 104047.1565 | 65602.765 | 219963.4987 | 152877.4355 | 67086.0633 |
Total P&L (%) | 169.6499 | 104.0472 | 65.6028 | 219.9635 | 152.8774 | 67.0861 |
Avg Daily Profit (%) | 0.3257 | 0.1998 | 0.126 | 0.2236 | 0.1783 | 0.0986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42993 | -54379 | -39557 | -115615 | -102267 | -77675 |
Profit Factor | 1.2676 | 1.3111 | 1.2191 | 1.1994 | 1.2645 | 1.1278 |
Total Trades | 388 | 194 | 194 | 388 | 194 | 194 |
Winning Trades | 185 | 86 | 99 | 185 | 86 | 99 |
Losing Trades | 203 | 108 | 95 | 203 | 108 | 95 |
Profitability (%) | 47.6804 | 44.3299 | 51.0309 | 47.6804 | 44.3299 | 51.0309 |
Ratio Avg Win / Avg Loss | 1.3909 | 1.6465 | 1.1698 | 1.3161 | 1.5879 | 1.0822 |
Largest Winning Trade | 29341 | 29341 | 20920 | 48404 | 48404 | 35293 |
Largest Losing Trade | -11279 | -11279 | -10455 | -22971 | -19630 | -22971 |
Avg Bars in Trades | 63 | 67 | 60 | 63 | 67 | 60 |
Avg Bars in Winners | 81 | 89 | 74 | 81 | 89 | 74 |
Avg Bars in Losers | 47 | 49 | 45 | 47 | 49 | 45 |
Bars Traded | 24755 | 13018 | 11736 | 24755 | 13018 | 11736 |
Profit Streak | 4.7291 | 6.0208 | 0 | 4.7291 | 6.0208 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345641 | 261549 | -25541 | 276043 | 244684 | -141459 |
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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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