Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169983.9396 | 81162.0873 | 88821.8523 | 180754.0349 | 91852.6549 | 88901.38 |
Total P&L (%) | 169.9839 | 81.1621 | 88.8219 | 180.754 | 91.8527 | 88.9014 |
Avg Daily Profit (%) | 0.3264 | 0.1558 | 0.1705 | 0.1984 | 0.1252 | 0.1222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74901 | -63812 | -54659 | -71207 | -53486 | -57550 |
Profit Factor | 1.3076 | 1.3018 | 1.3131 | 1.3519 | 1.3686 | 1.3362 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Losing Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Profitability (%) | 52.4272 | 51.4563 | 53.3981 | 52.4272 | 51.4563 | 53.3981 |
Ratio Avg Win / Avg Loss | 1.1865 | 1.2281 | 1.146 | 1.2267 | 1.2911 | 1.1661 |
Largest Winning Trade | 26112 | 26112 | 23255 | 30902 | 30902 | 21296 |
Largest Losing Trade | -23368 | -20830 | -23368 | -23299 | -23275 | -23299 |
Avg Bars in Trades | 120 | 123 | 117 | 120 | 123 | 117 |
Avg Bars in Winners | 139 | 141 | 137 | 139 | 141 | 137 |
Avg Bars in Losers | 99 | 103 | 93 | 99 | 103 | 93 |
Bars Traded | 24746 | 12691 | 12055 | 24746 | 12691 | 12055 |
Profit Streak | 6.1071 | 0 | 19.7738 | 6.1071 | 0 | 19.7738 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372652 | 240428 | 309437 | 343026 | -26059 | -28508 |
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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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