Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134824.8522 | 77559.6347 | 57265.2175 | 188589.3428 | 134107.1561 | 54482.1868 |
Total P&L (%) | 134.8249 | 77.5596 | 57.2652 | 188.5893 | 134.1072 | 54.4822 |
Avg Daily Profit (%) | 0.5177 | 0.2978 | 0.2199 | 0.4078 | 0.3272 | 0.1671 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33725 | -38772 | -24889 | -110241 | -78266 | -75128 |
Profit Factor | 1.4568 | 1.4676 | 1.4431 | 1.3248 | 1.4116 | 1.2138 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 48.6034 | 46.6667 | 50.5618 | 48.6034 | 46.6667 | 50.5618 |
Ratio Avg Win / Avg Loss | 1.5406 | 1.6772 | 1.411 | 1.4009 | 1.6132 | 1.1869 |
Largest Winning Trade | 23751 | 23751 | 14922 | 41184 | 41184 | 30716 |
Largest Losing Trade | -19707 | -19707 | -7442 | -34062 | -34062 | -15976 |
Avg Bars in Trades | 137 | 144 | 130 | 137 | 144 | 130 |
Avg Bars in Winners | 147 | 140 | 153 | 147 | 140 | 153 |
Avg Bars in Losers | 127 | 147 | 106 | 127 | 147 | 106 |
Bars Traded | 24592 | 12968 | 11624 | 24592 | 12968 | 11624 |
Profit Streak | 2.7911 | 12.2702 | 0 | 2.7911 | 12.2702 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365205 | 333882 | 225416 | 262331 | 330589 | 152064 |
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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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