Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143611.032 | 73471.3686 | 70139.6634 | 210729.3862 | 136983.7255 | 73745.6607 |
Total P&L (%) | 143.611 | 73.4714 | 70.1397 | 210.7294 | 136.9837 | 73.7457 |
Avg Daily Profit (%) | 0.5515 | 0.2821 | 0.2693 | 0.4363 | 0.3319 | 0.2124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72974 | -66478 | -20294 | -69638 | -60268 | -47518 |
Profit Factor | 1.3577 | 1.3225 | 1.4039 | 1.3073 | 1.3634 | 1.2388 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 187 | 90 | 97 | 187 | 90 | 97 |
Losing Trades | 154 | 80 | 74 | 154 | 80 | 74 |
Profitability (%) | 54.8387 | 52.9412 | 56.7251 | 54.8387 | 52.9412 | 56.7251 |
Ratio Avg Win / Avg Loss | 1.1181 | 1.1755 | 1.071 | 1.0766 | 1.2119 | 0.9451 |
Largest Winning Trade | 26358 | 26358 | 9620 | 46859 | 46859 | 20205 |
Largest Losing Trade | -15482 | -15482 | -12443 | -20307 | -20307 | -19587 |
Avg Bars in Trades | 72 | 102 | 41 | 72 | 102 | 41 |
Avg Bars in Winners | 65 | 96 | 35 | 65 | 96 | 35 |
Avg Bars in Losers | 80 | 110 | 48 | 80 | 110 | 48 |
Bars Traded | 24575 | 17488 | 7087 | 24575 | 17488 | 7087 |
Profit Streak | 0 | 5.661 | 0 | 0 | 5.661 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434743 | 325406 | 314967 | 388225 | 349716 | 201114 |
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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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