Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132097.164 | 89753.1067 | 42344.0573 | 127925.5258 | 83631.0075 | 44294.5183 |
Total P&L (%) | 132.0972 | 89.7531 | 42.3441 | 127.9255 | 83.631 | 44.2945 |
Avg Daily Profit (%) | 0.2536 | 0.1723 | 0.0813 | 0.1583 | 0.1168 | 0.0704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67761 | -45212 | -51113 | -69988 | -54789 | -53285 |
Profit Factor | 1.2558 | 1.3361 | 1.1699 | 1.1963 | 1.2424 | 1.1444 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 129 | 66 | 63 | 129 | 66 | 63 |
Losing Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Profitability (%) | 49.2366 | 50.3817 | 48.0916 | 49.2366 | 50.3817 | 48.0916 |
Ratio Avg Win / Avg Loss | 1.2948 | 1.3158 | 1.2627 | 1.2334 | 1.2236 | 1.2352 |
Largest Winning Trade | 21816 | 21816 | 18299 | 24945 | 21086 | 24945 |
Largest Losing Trade | -26799 | -17466 | -26799 | -28775 | -26168 | -28775 |
Avg Bars in Trades | 93 | 98 | 88 | 93 | 98 | 88 |
Avg Bars in Winners | 110 | 107 | 114 | 110 | 107 | 114 |
Avg Bars in Losers | 77 | 90 | 65 | 77 | 90 | 65 |
Bars Traded | 24622 | 12967 | 11655 | 24622 | 12967 | 11655 |
Profit Streak | 0 | 27.9294 | 0 | 0 | 27.9294 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302341 | 306043 | -121608 | 113771 | -36584 | -163922 |
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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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