Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157406.3173 | 105753.4266 | 51652.8907 | 172756.4805 | 127413.2276 | 45343.253 |
Total P&L (%) | 157.4063 | 105.7534 | 51.6529 | 172.7565 | 127.4132 | 45.3433 |
Avg Daily Profit (%) | 0.3022 | 0.203 | 0.0992 | 0.1928 | 0.1579 | 0.0718 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102613 | -69716 | -40848 | -83689 | -59651 | -58853 |
Profit Factor | 1.2769 | 1.3663 | 1.1846 | 1.2628 | 1.3879 | 1.1379 |
Total Trades | 251 | 126 | 125 | 251 | 126 | 125 |
Winning Trades | 129 | 63 | 66 | 129 | 63 | 66 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 51.3944 | 50 | 52.8 | 51.3944 | 50 | 52.8 |
Ratio Avg Win / Avg Loss | 1.2076 | 1.3663 | 1.059 | 1.1943 | 1.3879 | 1.0172 |
Largest Winning Trade | 26737 | 26737 | 17474 | 27843 | 27843 | 23436 |
Largest Losing Trade | -26198 | -26198 | -15729 | -29529 | -26927 | -29529 |
Avg Bars in Trades | 97 | 103 | 91 | 97 | 103 | 91 |
Avg Bars in Winners | 116 | 119 | 114 | 116 | 119 | 114 |
Avg Bars in Losers | 77 | 88 | 66 | 77 | 88 | 66 |
Bars Traded | 24547 | 13086 | 11461 | 24547 | 13086 | 11461 |
Profit Streak | 5.2166 | 7.0082 | 0 | 5.2166 | 7.0082 | 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 | 362704 | 289143 | -79670 | 325948 | 279999 | -168108 |
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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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