Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183441.6109 | 88658.7429 | 94782.8681 | 358735.2481 | 222161.9053 | 136573.3427 |
Total P&L (%) | 183.4416 | 88.6587 | 94.7829 | 358.7352 | 222.1619 | 136.5733 |
Avg Daily Profit (%) | 0.7044 | 0.3404 | 0.364 | 0.5867 | 0.4502 | 0.3312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41230 | -47669 | -16498 | -87730 | -54747 | -66181 |
Profit Factor | 1.6683 | 1.6169 | 1.7249 | 1.6605 | 1.8397 | 1.4903 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 120 | 62 | 58 | 120 | 62 | 58 |
Profitability (%) | 39.0863 | 37.3737 | 40.8163 | 39.0863 | 37.3737 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.6 | 2.7094 | 2.501 | 2.5878 | 3.0828 | 2.1609 |
Largest Winning Trade | 38373 | 38373 | 19664 | 59205 | 59205 | 44900 |
Largest Losing Trade | -8600 | -6376 | -8600 | -36363 | -19014 | -36363 |
Avg Bars in Trades | 125 | 134 | 117 | 125 | 134 | 117 |
Avg Bars in Winners | 215 | 220 | 211 | 215 | 220 | 211 |
Avg Bars in Losers | 68 | 82 | 52 | 68 | 82 | 52 |
Bars Traded | 24814 | 13280 | 11534 | 24814 | 13280 | 11534 |
Profit Streak | 0 | 0 | 10.9094 | 0 | 0 | 10.9094 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377427 | 190310 | 292558 | 340650 | 239576 | 249658 |
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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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