Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190908.9667 | 106105.635 | 84803.3316 | 350941.1511 | 169580.3602 | 181360.7908 |
Total P&L (%) | 190.909 | 106.1056 | 84.8033 | 350.9412 | 169.5804 | 181.3608 |
Avg Daily Profit (%) | 0.7331 | 0.4074 | 0.3256 | 0.58 | 0.3815 | 0.398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53006 | -33362 | -42797 | -116485 | -97869 | -134249 |
Profit Factor | 1.4165 | 1.3876 | 1.4592 | 1.3103 | 1.2463 | 1.4099 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 215 | 113 | 102 | 215 | 113 | 102 |
Losing Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Profitability (%) | 65.5488 | 68.9024 | 62.1951 | 65.5488 | 68.9024 | 62.1951 |
Ratio Avg Win / Avg Loss | 0.7445 | 0.6263 | 0.8869 | 0.6887 | 0.5625 | 0.857 |
Largest Winning Trade | 13590 | 13590 | 10991 | 38786 | 38786 | 26040 |
Largest Losing Trade | -27090 | -27090 | -22565 | -70176 | -70176 | -69551 |
Avg Bars in Trades | 75 | 107 | 43 | 75 | 107 | 43 |
Avg Bars in Winners | 56 | 75 | 35 | 56 | 75 | 35 |
Avg Bars in Losers | 110 | 176 | 55 | 110 | 176 | 55 |
Bars Traded | 24632 | 17578 | 7055 | 24632 | 17578 | 7055 |
Profit Streak | 0 | 0 | 8.1802 | 0 | 0 | 8.1802 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491091 | 349389 | 332898 | 420637 | 310312 | 344328 |
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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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