Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188415.08 | 101106.5886 | 87308.4914 | 378366.7961 | 255765.7254 | 122601.0707 |
Total P&L (%) | 188.4151 | 101.1066 | 87.3085 | 378.3668 | 255.7657 | 122.6011 |
Avg Daily Profit (%) | 0.7235 | 0.3882 | 0.3353 | 0.6028 | 0.4885 | 0.3078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38488 | -41187 | -18919 | -125229 | -76371 | -59192 |
Profit Factor | 1.5994 | 1.6033 | 1.595 | 1.4807 | 1.6317 | 1.3207 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 163 | 84 | 79 | 163 | 84 | 79 |
Profitability (%) | 36.5759 | 34.8837 | 38.2813 | 36.5759 | 34.8837 | 38.2813 |
Ratio Avg Win / Avg Loss | 2.7735 | 2.9928 | 2.5715 | 2.5675 | 3.0458 | 2.1293 |
Largest Winning Trade | 33824 | 33824 | 16775 | 72694 | 72694 | 34887 |
Largest Losing Trade | -8656 | -7670 | -8656 | -35995 | -27925 | -35995 |
Avg Bars in Trades | 96 | 98 | 95 | 96 | 98 | 95 |
Avg Bars in Winners | 172 | 187 | 158 | 172 | 187 | 158 |
Avg Bars in Losers | 52 | 49 | 56 | 52 | 49 | 56 |
Bars Traded | 24861 | 12644 | 12217 | 24861 | 12644 | 12217 |
Profit Streak | 0 | 0 | 6.3577 | 0 | 0 | 6.3577 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354557 | 172033 | 226790 | 291302 | 204858 | 157980 |
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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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