Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98822.0392 | 69006.6049 | 29815.4342 | 72917.3708 | 72713.8707 | 203.5001 |
Total P&L (%) | 98.822 | 69.0066 | 29.8154 | 72.9174 | 72.7139 | 0.2035 |
Avg Daily Profit (%) | 1.1384 | 0.7949 | 0.3435 | 0.6328 | 0.6315 | 0.0023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50508 | -26813 | -32782 | -41241 | -23645 | -25023 |
Profit Factor | 1.4106 | 1.5875 | 1.2419 | 1.3576 | 1.7798 | 1.0018 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Profitability (%) | 39.9417 | 39.7661 | 40.1163 | 39.9417 | 39.7661 | 40.1163 |
Ratio Avg Win / Avg Loss | 2.121 | 2.4046 | 1.8539 | 2.0413 | 2.6959 | 1.4955 |
Largest Winning Trade | 86654 | 86654 | 62209 | 90418 | 90418 | 40017 |
Largest Losing Trade | -11215 | -4017 | -11215 | -21844 | -3684 | -21844 |
Avg Bars in Trades | 72 | 76 | 67 | 72 | 76 | 67 |
Avg Bars in Winners | 100 | 106 | 94 | 100 | 106 | 94 |
Avg Bars in Losers | 53 | 57 | 50 | 53 | 57 | 50 |
Bars Traded | 24790 | 13101 | 11689 | 24790 | 13101 | 11689 |
Profit Streak | 0 | 0.5956 | 0 | 0 | 0.5956 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390564 | 249370 | 40138 | 316892 | 216700 | -579410 |
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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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