Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121524.103 | 59666.4755 | 61857.6275 | 152574.0468 | 94214.8011 | 58359.2457 |
Total P&L (%) | 121.5241 | 59.6665 | 61.8576 | 152.574 | 94.2148 | 58.3592 |
Avg Daily Profit (%) | 0.4666 | 0.2291 | 0.2375 | 0.3564 | 0.2552 | 0.1767 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68966 | -68680 | -25080 | -64117 | -63006 | -28607 |
Profit Factor | 1.3823 | 1.3549 | 1.413 | 1.4263 | 1.514 | 1.3343 |
Total Trades | 279 | 139 | 140 | 279 | 139 | 140 |
Winning Trades | 117 | 56 | 61 | 117 | 56 | 61 |
Losing Trades | 162 | 83 | 79 | 162 | 83 | 79 |
Profitability (%) | 41.9355 | 40.2878 | 43.5714 | 41.9355 | 40.2878 | 43.5714 |
Ratio Avg Win / Avg Loss | 1.914 | 2.0082 | 1.83 | 1.9749 | 2.2439 | 1.728 |
Largest Winning Trade | 30057 | 30057 | 15660 | 35939 | 35939 | 16961 |
Largest Losing Trade | -10667 | -7543 | -10667 | -17182 | -8313 | -17182 |
Avg Bars in Trades | 87 | 89 | 86 | 87 | 89 | 86 |
Avg Bars in Winners | 131 | 129 | 132 | 131 | 129 | 132 |
Avg Bars in Losers | 56 | 62 | 50 | 56 | 62 | 50 |
Bars Traded | 24508 | 12429 | 12080 | 24508 | 12429 | 12080 |
Profit Streak | 0 | 1.5188 | 0 | 0 | 1.5188 | 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 | 306929 | 30801 | 187416 | 282692 | 98617 | 142971 |
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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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