Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145212.2081 | 81174.0311 | 64038.177 | 237491.2656 | 140507.715 | 96983.5505 |
Total P&L (%) | 145.2122 | 81.174 | 64.0382 | 237.4913 | 140.5077 | 96.9836 |
Avg Daily Profit (%) | 1.0454 | 0.5844 | 0.461 | 0.8795 | 0.6338 | 0.4892 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62207 | -15642 | -48734 | -119021 | -33011 | -91183 |
Profit Factor | 1.3948 | 1.4809 | 1.3218 | 1.3947 | 1.5167 | 1.294 |
Total Trades | 367 | 183 | 184 | 367 | 183 | 184 |
Winning Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Losing Trades | 226 | 112 | 114 | 226 | 112 | 114 |
Profitability (%) | 38.4196 | 38.7978 | 38.0435 | 38.4196 | 38.7978 | 38.0435 |
Ratio Avg Win / Avg Loss | 2.2356 | 2.3361 | 2.1526 | 2.2354 | 2.3926 | 2.1074 |
Largest Winning Trade | 23503 | 23503 | 15995 | 43258 | 43258 | 24310 |
Largest Losing Trade | -9619 | -7650 | -9619 | -15857 | -8813 | -15857 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Losers | 19 | 18 | 21 | 19 | 18 | 21 |
Bars Traded | 13066 | 6361 | 6705 | 13066 | 6361 | 6705 |
Profit Streak | 124.9577 | 0 | 125.5827 | 124.9577 | 0 | 125.5827 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393722 | 268992 | 191728 | 388509 | 292067 | 208626 |
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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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