Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179064.0027 | 108355.7797 | 70708.223 | 252536.9085 | 165298.1554 | 87238.7531 |
Total P&L (%) | 179.064 | 108.3558 | 70.7082 | 252.5369 | 165.2982 | 87.2388 |
Avg Daily Profit (%) | 0.3438 | 0.208 | 0.1358 | 0.2422 | 0.1875 | 0.1205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63026 | -40301 | -63536 | -92664 | -66869 | -89657 |
Profit Factor | 1.3638 | 1.4104 | 1.3099 | 1.3227 | 1.3965 | 1.2386 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Losing Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Profitability (%) | 42.7907 | 42.5926 | 42.9907 | 42.7907 | 42.5926 | 42.9907 |
Ratio Avg Win / Avg Loss | 1.8234 | 1.901 | 1.7371 | 1.7684 | 1.8822 | 1.6425 |
Largest Winning Trade | 27519 | 27519 | 22409 | 51938 | 51938 | 42278 |
Largest Losing Trade | -18370 | -10996 | -18370 | -33875 | -16972 | -33875 |
Avg Bars in Trades | 114 | 118 | 109 | 114 | 118 | 109 |
Avg Bars in Winners | 155 | 160 | 150 | 155 | 160 | 150 |
Avg Bars in Losers | 83 | 87 | 79 | 83 | 87 | 79 |
Bars Traded | 24587 | 12819 | 11768 | 24587 | 12819 | 11768 |
Profit Streak | 6.7054 | 12.4554 | 0 | 6.7054 | 12.4554 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319525 | 249374 | -14099 | 279223 | 239987 | -34886 |
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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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