Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 154694.4034 | 86568.4482 | 68125.9552 | 266815.3071 | 171869.6857 | 94945.6214 |
Total P&L (%) | 154.6944 | 86.5684 | 68.126 | 266.8153 | 171.8697 | 94.9456 |
Avg Daily Profit (%) | 1.1136 | 0.6232 | 0.4904 | 0.94 | 0.7226 | 0.4817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58024 | -16068 | -50098 | -107216 | -54495 | -90147 |
Profit Factor | 1.4143 | 1.4712 | 1.3593 | 1.3749 | 1.4927 | 1.2617 |
Total Trades | 382 | 191 | 191 | 382 | 191 | 191 |
Winning Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Losing Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Profitability (%) | 46.8586 | 46.5969 | 47.1204 | 46.8586 | 46.5969 | 47.1204 |
Ratio Avg Win / Avg Loss | 1.604 | 1.686 | 1.5254 | 1.5593 | 1.7107 | 1.4159 |
Largest Winning Trade | 23792 | 23792 | 18344 | 42754 | 42754 | 33262 |
Largest Losing Trade | -16732 | -9445 | -16732 | -30925 | -20750 | -30925 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 13241 | 6691 | 6550 | 13241 | 6691 | 6550 |
Profit Streak | 0 | 124.2766 | 0 | 0 | 124.2766 | 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 | 500733 | 409855 | 326849 | 486635 | 445184 | 267190 |
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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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