Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111258.832 | 58249.1217 | 53009.7103 | 133065.8452 | 75149.765 | 57916.0802 |
Total P&L (%) | 111.2588 | 58.2491 | 53.0097 | 133.0658 | 75.1498 | 57.9161 |
Avg Daily Profit (%) | 0.4272 | 0.2237 | 0.2036 | 0.3254 | 0.2155 | 0.1756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30490 | -37736 | -24039 | -80977 | -60993 | -61677 |
Profit Factor | 1.3469 | 1.3647 | 1.3293 | 1.2153 | 1.2475 | 1.1841 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Profitability (%) | 43.771 | 43.9189 | 43.6242 | 43.771 | 43.9189 | 43.6242 |
Ratio Avg Win / Avg Loss | 1.7303 | 1.7426 | 1.7179 | 1.5611 | 1.593 | 1.5302 |
Largest Winning Trade | 31684 | 31684 | 19698 | 49634 | 49634 | 35317 |
Largest Losing Trade | -10949 | -10848 | -10949 | -25749 | -20398 | -25749 |
Avg Bars in Trades | 82 | 51 | 113 | 82 | 51 | 113 |
Avg Bars in Winners | 118 | 64 | 172 | 118 | 64 | 172 |
Avg Bars in Losers | 54 | 41 | 68 | 54 | 41 | 68 |
Bars Traded | 24537 | 7591 | 16946 | 24537 | 7591 | 16946 |
Profit Streak | 0 | 2.4361 | 0 | 0 | 2.4361 | 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 | 316094 | 109176 | 138890 | 255808 | 109076 | -14340 |
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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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