Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140953.5581 | 73211.5901 | 67741.968 | 226527.9724 | 149543.0099 | 76984.9625 |
Total P&L (%) | 140.9536 | 73.2116 | 67.742 | 226.528 | 149.543 | 76.985 |
Avg Daily Profit (%) | 0.5413 | 0.2811 | 0.2601 | 0.4554 | 0.3518 | 0.2195 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21905 | -18595 | -28516 | -57634 | -33728 | -53210 |
Profit Factor | 1.5684 | 1.6881 | 1.4785 | 1.4707 | 1.7437 | 1.2748 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 47.2362 | 47 | 47.4747 | 47.2362 | 47 | 47.4747 |
Ratio Avg Win / Avg Loss | 1.752 | 1.9036 | 1.6358 | 1.6428 | 1.9663 | 1.4104 |
Largest Winning Trade | 22413 | 21763 | 22413 | 34962 | 34962 | 33910 |
Largest Losing Trade | -10340 | -7026 | -10340 | -35370 | -10523 | -35370 |
Avg Bars in Trades | 121 | 60 | 182 | 121 | 60 | 182 |
Avg Bars in Winners | 161 | 70 | 252 | 161 | 70 | 252 |
Avg Bars in Losers | 84 | 50 | 119 | 84 | 50 | 119 |
Bars Traded | 24079 | 6004 | 18075 | 24079 | 6004 | 18075 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430006 | 311866 | 273689 | 382096 | 337464 | 181773 |
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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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