Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121953.0819 | 61049.1049 | 60903.977 | 156587.1999 | 89349.8467 | 67237.3532 |
Total P&L (%) | 121.9531 | 61.0491 | 60.904 | 156.5872 | 89.3498 | 67.2374 |
Avg Daily Profit (%) | 0.4683 | 0.2344 | 0.2339 | 0.3625 | 0.2455 | 0.1977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34264 | -31721 | -31748 | -86568 | -50290 | -56587 |
Profit Factor | 1.4495 | 1.4484 | 1.4505 | 1.3111 | 1.3584 | 1.2648 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 39.6907 | 39.1753 | 40.2062 | 39.6907 | 39.1753 | 40.2062 |
Ratio Avg Win / Avg Loss | 2.2024 | 2.2488 | 2.1572 | 1.9922 | 2.109 | 1.8809 |
Largest Winning Trade | 30288 | 30288 | 16611 | 56871 | 56871 | 25176 |
Largest Losing Trade | -11003 | -6613 | -11003 | -21133 | -12983 | -21133 |
Avg Bars in Trades | 126 | 119 | 132 | 126 | 119 | 132 |
Avg Bars in Winners | 208 | 201 | 214 | 208 | 201 | 214 |
Avg Bars in Losers | 71 | 67 | 76 | 71 | 67 | 76 |
Bars Traded | 24448 | 11620 | 12828 | 24448 | 11620 | 12828 |
Profit Streak | 5.2713 | 5.438 | 0 | 5.2713 | 5.438 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300415 | 152192 | 141103 | 237427 | 157260 | 104289 |
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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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