Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165147.7465 | 94813.4719 | 70334.2746 | 280449.1541 | 183906.1103 | 96543.0438 |
Total P&L (%) | 165.1477 | 94.8135 | 70.3343 | 280.4492 | 183.9061 | 96.543 |
Avg Daily Profit (%) | 0.6342 | 0.3641 | 0.2701 | 0.5144 | 0.4015 | 0.2598 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35282 | -40776 | -40938 | -75533 | -67983 | -67717 |
Profit Factor | 1.5644 | 1.6242 | 1.4998 | 1.5113 | 1.6493 | 1.3639 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 128 | 67 | 61 | 128 | 67 | 61 |
Profitability (%) | 39.3365 | 36.7925 | 41.9048 | 39.3365 | 36.7925 | 41.9048 |
Ratio Avg Win / Avg Loss | 2.4126 | 2.7904 | 2.0793 | 2.3306 | 2.8333 | 1.8909 |
Largest Winning Trade | 32190 | 32190 | 16129 | 58483 | 58483 | 28208 |
Largest Losing Trade | -11456 | -7277 | -11456 | -21979 | -18359 | -21979 |
Avg Bars in Trades | 117 | 117 | 116 | 117 | 117 | 116 |
Avg Bars in Winners | 195 | 208 | 183 | 195 | 208 | 183 |
Avg Bars in Losers | 66 | 63 | 68 | 66 | 63 | 68 |
Bars Traded | 24697 | 12417 | 12280 | 24697 | 12417 | 12280 |
Profit Streak | 4.9341 | 8.8508 | 0 | 4.9341 | 8.8508 | 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 | 372962 | 230857 | 209447 | 324426 | 244107 | 176392 |
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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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