Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138065.8853 | 63670.1473 | 74395.738 | 204044.6075 | 116155.2576 | 87889.3499 |
Total P&L (%) | 138.0659 | 63.6701 | 74.3957 | 204.0446 | 116.1553 | 87.8894 |
Avg Daily Profit (%) | 0.5302 | 0.2445 | 0.2857 | 0.4279 | 0.2964 | 0.2425 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42105 | -36339 | -39671 | -90541 | -48242 | -78797 |
Profit Factor | 1.308 | 1.272 | 1.3472 | 1.2476 | 1.2761 | 1.2178 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 201 | 102 | 99 | 201 | 102 | 99 |
Losing Trades | 189 | 93 | 96 | 189 | 93 | 96 |
Profitability (%) | 51.5385 | 52.3077 | 50.7692 | 51.5385 | 52.3077 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.2299 | 1.1598 | 1.3064 | 1.1731 | 1.1635 | 1.1809 |
Largest Winning Trade | 18260 | 18260 | 15775 | 28555 | 24490 | 28555 |
Largest Losing Trade | -13848 | -13848 | -9954 | -26289 | -26289 | -19133 |
Avg Bars in Trades | 63 | 64 | 62 | 63 | 64 | 62 |
Avg Bars in Winners | 63 | 62 | 63 | 63 | 62 | 63 |
Avg Bars in Losers | 63 | 66 | 60 | 63 | 66 | 60 |
Bars Traded | 24693 | 12564 | 12128 | 24693 | 12564 | 12128 |
Profit Streak | 0 | 3.3082 | 0 | 0 | 3.3082 | 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 | 411052 | 216153 | 284227 | 366305 | 248224 | 242470 |
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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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