Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196401.185 | 95052.9957 | 101348.1893 | 313633.5408 | 169664.3467 | 143969.1941 |
Total P&L (%) | 196.4012 | 95.053 | 101.3482 | 313.6335 | 169.6643 | 143.9692 |
Avg Daily Profit (%) | 0.3771 | 0.1825 | 0.1946 | 0.273 | 0.1906 | 0.1714 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34721 | -37714 | -48023 | -84537 | -86638 | -74258 |
Profit Factor | 1.3439 | 1.3179 | 1.3725 | 1.2966 | 1.3181 | 1.2747 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Losing Trades | 163 | 85 | 78 | 163 | 85 | 78 |
Profitability (%) | 42.6056 | 40.1408 | 45.0704 | 42.6056 | 40.1408 | 45.0704 |
Ratio Avg Win / Avg Loss | 1.8104 | 1.9653 | 1.6727 | 1.7466 | 1.9656 | 1.5535 |
Largest Winning Trade | 26606 | 26606 | 18197 | 51865 | 51865 | 42446 |
Largest Losing Trade | -16277 | -13944 | -16277 | -39838 | -34935 | -39838 |
Avg Bars in Trades | 86 | 89 | 84 | 86 | 89 | 84 |
Avg Bars in Winners | 127 | 130 | 126 | 127 | 130 | 126 |
Avg Bars in Losers | 56 | 61 | 49 | 56 | 61 | 49 |
Bars Traded | 24618 | 12678 | 11940 | 24618 | 12678 | 11940 |
Profit Streak | 0 | 8.2617 | 0 | 0 | 8.2617 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311009 | 175242 | 235764 | 268555 | 177788 | 207099 |
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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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