Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125099.9867 | 58024.206 | 67075.7807 | 156145.6464 | 84908.0215 | 71237.6249 |
Total P&L (%) | 125.1 | 58.0242 | 67.0758 | 156.1456 | 84.908 | 71.2376 |
Avg Daily Profit (%) | 0.4804 | 0.2228 | 0.2576 | 0.3618 | 0.2363 | 0.2068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57749 | -30744 | -45487 | -92716 | -46339 | -73311 |
Profit Factor | 1.2848 | 1.3155 | 1.2626 | 1.2022 | 1.2646 | 1.1578 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 176 | 85 | 91 | 176 | 85 | 91 |
Losing Trades | 163 | 85 | 78 | 163 | 85 | 78 |
Profitability (%) | 51.9174 | 50 | 53.8462 | 51.9174 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.1899 | 1.3155 | 1.0823 | 1.1134 | 1.2646 | 0.9924 |
Largest Winning Trade | 18331 | 15010 | 18331 | 34856 | 34856 | 23678 |
Largest Losing Trade | -13546 | -12496 | -13546 | -35309 | -19547 | -35309 |
Avg Bars in Trades | 72 | 47 | 98 | 72 | 47 | 98 |
Avg Bars in Winners | 86 | 47 | 122 | 86 | 47 | 122 |
Avg Bars in Losers | 58 | 47 | 70 | 58 | 47 | 70 |
Bars Traded | 24718 | 8060 | 16657 | 24718 | 8060 | 16657 |
Profit Streak | 0 | 0 | 3.7096 | 0 | 0 | 3.7096 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382817 | 220880 | 258328 | 328175 | 242583 | -41502 |
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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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