Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176716.5169 | 104077.197 | 72639.3199 | 247583.6992 | 174642.8275 | 72940.8717 |
Total P&L (%) | 176.7165 | 104.0772 | 72.6393 | 247.5837 | 174.6428 | 72.9409 |
Avg Daily Profit (%) | 0.3393 | 0.1998 | 0.1395 | 0.2395 | 0.1942 | 0.1052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56650 | -56154 | -31051 | -170516 | -176054 | -115054 |
Profit Factor | 1.3932 | 1.4407 | 1.3406 | 1.2347 | 1.3243 | 1.1413 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Profitability (%) | 46.3687 | 47.191 | 45.5556 | 46.3687 | 47.191 | 45.5556 |
Ratio Avg Win / Avg Loss | 1.6114 | 1.6122 | 1.6022 | 1.4281 | 1.4819 | 1.3639 |
Largest Winning Trade | 29623 | 29623 | 25090 | 67147 | 67147 | 56800 |
Largest Losing Trade | -13777 | -13777 | -13355 | -45151 | -45151 | -34793 |
Avg Bars in Trades | 137 | 140 | 133 | 137 | 140 | 133 |
Avg Bars in Winners | 189 | 187 | 191 | 189 | 187 | 191 |
Avg Bars in Losers | 92 | 99 | 85 | 92 | 99 | 85 |
Bars Traded | 24566 | 12532 | 12034 | 24566 | 12532 | 12034 |
Profit Streak | 0 | 20.4482 | 0 | 0 | 20.4482 | 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 | 343174 | 315245 | -8016 | 237593 | 247900 | -120262 |
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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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