Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210292.6096 | 138287.7888 | 72004.8208 | 258716.293 | 159152.3504 | 99563.9426 |
Total P&L (%) | 210.2926 | 138.2878 | 72.0048 | 258.7163 | 159.1524 | 99.5639 |
Avg Daily Profit (%) | 0.4038 | 0.2655 | 0.1383 | 0.2456 | 0.183 | 0.1328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54242 | -41931 | -54804 | -174028 | -123698 | -145124 |
Profit Factor | 1.3981 | 1.6252 | 1.2345 | 1.2023 | 1.3011 | 1.1327 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Profitability (%) | 39.4068 | 39.8305 | 38.9831 | 39.4068 | 39.8305 | 38.9831 |
Ratio Avg Win / Avg Loss | 2.1497 | 2.4551 | 1.9322 | 1.8487 | 1.9655 | 1.773 |
Largest Winning Trade | 83399 | 83399 | 35441 | 109747 | 109747 | 87208 |
Largest Losing Trade | -15521 | -12903 | -15521 | -57475 | -32261 | -57475 |
Avg Bars in Trades | 103 | 89 | 117 | 103 | 89 | 117 |
Avg Bars in Winners | 151 | 140 | 163 | 151 | 140 | 163 |
Avg Bars in Losers | 72 | 56 | 87 | 72 | 56 | 87 |
Bars Traded | 24428 | 10604 | 13824 | 24428 | 10604 | 13824 |
Profit Streak | 5.1159 | 0 | 7.2617 | 5.1159 | 0 | 7.2617 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303057 | 233775 | -12090 | 211314 | 140873 | -93633 |
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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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