Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112800.526 | 66370.3131 | 46430.2129 | 122526.5983 | 83827.5808 | 38699.0174 |
Total P&L (%) | 112.8005 | 66.3703 | 46.4302 | 122.5266 | 83.8276 | 38.699 |
Avg Daily Profit (%) | 0.4331 | 0.2549 | 0.1783 | 0.3076 | 0.2341 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61896 | -34663 | -33891 | -168148 | -82104 | -90659 |
Profit Factor | 1.3365 | 1.3841 | 1.2859 | 1.1829 | 1.2459 | 1.1176 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 155 | 80 | 75 | 155 | 80 | 75 |
Profitability (%) | 43.2234 | 41.6058 | 44.8529 | 43.2234 | 41.6058 | 44.8529 |
Ratio Avg Win / Avg Loss | 1.7556 | 1.9426 | 1.581 | 1.5538 | 1.7487 | 1.3741 |
Largest Winning Trade | 43762 | 43762 | 14397 | 70843 | 70843 | 31632 |
Largest Losing Trade | -11729 | -7783 | -11729 | -27628 | -26141 | -27628 |
Avg Bars in Trades | 90 | 90 | 89 | 90 | 90 | 89 |
Avg Bars in Winners | 126 | 120 | 131 | 126 | 120 | 131 |
Avg Bars in Losers | 62 | 69 | 55 | 62 | 69 | 55 |
Bars Traded | 24654 | 12441 | 12213 | 24654 | 12441 | 12213 |
Profit Streak | 5.3938 | 9.6855 | 0 | 5.3938 | 9.6855 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328965 | 226500 | 118905 | -11602 | 198411 | -122331 |
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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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