Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178210.4882 | 90978.3819 | 87232.1063 | 217349.251 | 118925.23 | 98424.021 |
Total P&L (%) | 178.2105 | 90.9784 | 87.2321 | 217.3493 | 118.9252 | 98.424 |
Avg Daily Profit (%) | 0.3422 | 0.1747 | 0.1675 | 0.222 | 0.1506 | 0.1317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84186 | -54522 | -69939 | -124195 | -60014 | -114552 |
Profit Factor | 1.3197 | 1.3317 | 1.308 | 1.2479 | 1.2835 | 1.2153 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 55.3435 | 54.9618 | 55.7252 | 55.3435 | 54.9618 | 55.7252 |
Ratio Avg Win / Avg Loss | 1.0648 | 1.0913 | 1.0392 | 1.0069 | 1.0517 | 0.9656 |
Largest Winning Trade | 27959 | 27959 | 23287 | 41927 | 41927 | 35191 |
Largest Losing Trade | -25914 | -25914 | -17515 | -50364 | -50364 | -44475 |
Avg Bars in Trades | 94 | 97 | 90 | 94 | 97 | 90 |
Avg Bars in Winners | 92 | 91 | 92 | 92 | 91 | 92 |
Avg Bars in Losers | 97 | 105 | 89 | 97 | 105 | 89 |
Bars Traded | 24742 | 12837 | 11905 | 24742 | 12837 | 11905 |
Profit Streak | 8.6305 | 9.9013 | 8.6305 | 8.6305 | 9.9013 | 8.6305 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435132 | 311567 | 292070 | 382360 | 293532 | -18732 |
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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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