Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201928.427 | 103337.1838 | 98591.2432 | 441374.2387 | 301123.7871 | 140250.4515 |
Total P&L (%) | 201.9284 | 103.3372 | 98.5912 | 441.3742 | 301.1238 | 140.2505 |
Avg Daily Profit (%) | 0.7754 | 0.3968 | 0.3786 | 0.6507 | 0.5348 | 0.3371 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46508 | -41715 | -21076 | -185927 | -95666 | -90261 |
Profit Factor | 1.617 | 1.6214 | 1.6124 | 1.4589 | 1.6422 | 1.2846 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 42.5101 | 43.9024 | 41.129 | 42.5101 | 43.9024 | 41.129 |
Ratio Avg Win / Avg Loss | 2.1867 | 2.0717 | 2.3079 | 1.973 | 2.0984 | 1.8387 |
Largest Winning Trade | 29890 | 29890 | 23935 | 77520 | 77520 | 47264 |
Largest Losing Trade | -12259 | -9216 | -12259 | -29886 | -23800 | -29886 |
Avg Bars in Trades | 99 | 99 | 99 | 99 | 99 | 99 |
Avg Bars in Winners | 147 | 140 | 156 | 147 | 140 | 156 |
Avg Bars in Losers | 63 | 67 | 60 | 63 | 67 | 60 |
Bars Traded | 24609 | 12232 | 12377 | 24609 | 12232 | 12377 |
Profit Streak | 2.5954 | 0 | 3.3037 | 2.5954 | 0 | 3.3037 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398053 | 301623 | 225647 | 327459 | 345539 | 142639 |
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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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