Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183087.4991 | 102136.798 | 80950.7012 | 356467.1773 | 239799.2664 | 116667.911 |
Total P&L (%) | 183.0875 | 102.1368 | 80.9507 | 356.4672 | 239.7993 | 116.6679 |
Avg Daily Profit (%) | 0.703 | 0.3922 | 0.3108 | 0.5847 | 0.4708 | 0.2973 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42378 | -36148 | -32180 | -85124 | -67251 | -64289 |
Profit Factor | 1.6396 | 1.6971 | 1.5794 | 1.647 | 1.8865 | 1.416 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Losing Trades | 135 | 70 | 65 | 135 | 70 | 65 |
Profitability (%) | 36.6197 | 34.5794 | 38.6792 | 36.6197 | 34.5794 | 38.6792 |
Ratio Avg Win / Avg Loss | 2.8378 | 3.2107 | 2.5039 | 2.8505 | 3.569 | 2.2448 |
Largest Winning Trade | 34055 | 34055 | 19357 | 69446 | 69446 | 35572 |
Largest Losing Trade | -7119 | -7119 | -6794 | -24953 | -18118 | -24953 |
Avg Bars in Trades | 116 | 117 | 114 | 116 | 117 | 114 |
Avg Bars in Winners | 215 | 224 | 207 | 215 | 224 | 207 |
Avg Bars in Losers | 58 | 61 | 56 | 58 | 61 | 56 |
Bars Traded | 24764 | 12602 | 12162 | 24764 | 12602 | 12162 |
Profit Streak | 4.305 | 8.4612 | 0 | 4.305 | 8.4612 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345802 | 213901 | 194423 | 309910 | 251241 | 154327 |
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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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