Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142439.7239 | 72388.6378 | 70051.086 | 218491.5853 | 141922.0589 | 76569.5265 |
Total P&L (%) | 142.4397 | 72.3886 | 70.0511 | 218.4916 | 141.9221 | 76.5695 |
Avg Daily Profit (%) | 0.547 | 0.278 | 0.269 | 0.4458 | 0.3398 | 0.2186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42677 | -45183 | -37312 | -39965 | -40922 | -48707 |
Profit Factor | 1.455 | 1.4763 | 1.4348 | 1.5369 | 1.7503 | 1.3515 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Profitability (%) | 43.4146 | 43.6893 | 43.1373 | 43.4146 | 43.6893 | 43.1373 |
Ratio Avg Win / Avg Loss | 1.8963 | 1.9028 | 1.8913 | 2.0031 | 2.2559 | 1.7816 |
Largest Winning Trade | 21510 | 21510 | 16733 | 41705 | 41705 | 22583 |
Largest Losing Trade | -11664 | -7247 | -11664 | -25295 | -10167 | -25295 |
Avg Bars in Trades | 119 | 121 | 117 | 119 | 121 | 117 |
Avg Bars in Winners | 181 | 183 | 179 | 181 | 183 | 179 |
Avg Bars in Losers | 72 | 73 | 70 | 72 | 73 | 70 |
Bars Traded | 24534 | 12537 | 11997 | 24534 | 12537 | 11997 |
Profit Streak | 0 | 0 | 4.5222 | 0 | 0 | 4.5222 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354424 | 231504 | 221413 | 341325 | 288177 | 187581 |
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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) |
---|