Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118572.0899 | 59395.7435 | 59176.3464 | 137687.595 | 76086.9338 | 61600.6613 |
Total P&L (%) | 118.5721 | 59.3957 | 59.1763 | 137.6876 | 76.0869 | 61.6007 |
Avg Daily Profit (%) | 0.4553 | 0.2281 | 0.2272 | 0.333 | 0.2175 | 0.1845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50132 | -47168 | -24911 | -73374 | -65962 | -36226 |
Profit Factor | 1.2771 | 1.2539 | 1.3051 | 1.2351 | 1.2379 | 1.2318 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 161 | 73 | 88 | 161 | 73 | 88 |
Losing Trades | 215 | 115 | 100 | 215 | 115 | 100 |
Profitability (%) | 42.8191 | 38.8298 | 46.8085 | 42.8191 | 38.8298 | 46.8085 |
Ratio Avg Win / Avg Loss | 1.7054 | 1.9754 | 1.483 | 1.6494 | 1.9501 | 1.3998 |
Largest Winning Trade | 43064 | 43064 | 23109 | 53709 | 53709 | 24424 |
Largest Losing Trade | -11706 | -9883 | -11706 | -16190 | -11522 | -16190 |
Avg Bars in Trades | 65 | 70 | 61 | 65 | 70 | 61 |
Avg Bars in Winners | 89 | 99 | 80 | 89 | 99 | 80 |
Avg Bars in Losers | 48 | 51 | 43 | 48 | 51 | 43 |
Bars Traded | 24697 | 13214 | 11483 | 24697 | 13214 | 11483 |
Profit Streak | 0 | 0 | 4.9972 | 0 | 0 | 4.9972 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310890 | 99248 | 207150 | 264028 | 117923 | 183695 |
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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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