Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141589.5796 | 83044.8787 | 58544.7009 | 205334.8839 | 161394.7618 | 43940.1221 |
Total P&L (%) | 141.5896 | 83.0449 | 58.5447 | 205.3349 | 161.3948 | 43.9401 |
Avg Daily Profit (%) | 0.5437 | 0.3189 | 0.2248 | 0.4296 | 0.3696 | 0.14 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40648 | -46511 | -24745 | -73815 | -44775 | -48076 |
Profit Factor | 1.3642 | 1.4265 | 1.3016 | 1.3199 | 1.5231 | 1.1318 |
Total Trades | 323 | 162 | 161 | 323 | 162 | 161 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 200 | 99 | 101 | 200 | 99 | 101 |
Profitability (%) | 38.0805 | 38.8889 | 37.2671 | 38.0805 | 38.8889 | 37.2671 |
Ratio Avg Win / Avg Loss | 2.2182 | 2.2417 | 2.1911 | 2.1462 | 2.3935 | 1.9052 |
Largest Winning Trade | 31186 | 31186 | 21329 | 48806 | 48806 | 22638 |
Largest Losing Trade | -11198 | -10442 | -11198 | -33454 | -12268 | -33454 |
Avg Bars in Trades | 76 | 78 | 74 | 76 | 78 | 74 |
Avg Bars in Winners | 130 | 136 | 125 | 130 | 136 | 125 |
Avg Bars in Losers | 42 | 41 | 43 | 42 | 41 | 43 |
Bars Traded | 24669 | 12753 | 11916 | 24669 | 12753 | 11916 |
Profit Streak | 5.4255 | 6.2589 | 0 | 5.4255 | 6.2589 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306430 | 211525 | 79741 | 261564 | 248387 | -88553 |
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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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