Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139151.1158 | 80111.8488 | 59039.267 | 137883.9653 | 82520.7969 | 55363.1684 |
Total P&L (%) | 139.1511 | 80.1118 | 59.0393 | 137.884 | 82.5208 | 55.3632 |
Avg Daily Profit (%) | 0.5343 | 0.3076 | 0.2267 | 0.3333 | 0.2313 | 0.1693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43080 | -55372 | -25795 | -48269 | -49903 | -33647 |
Profit Factor | 1.3248 | 1.3852 | 1.2678 | 1.2718 | 1.3385 | 1.2101 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 46.1538 | 44.3548 | 47.9675 | 46.1538 | 44.3548 | 47.9675 |
Ratio Avg Win / Avg Loss | 1.5456 | 1.7378 | 1.3752 | 1.4837 | 1.6792 | 1.3126 |
Largest Winning Trade | 64320 | 64320 | 23028 | 80843 | 80843 | 40254 |
Largest Losing Trade | -13011 | -9405 | -13011 | -20887 | -14114 | -20887 |
Avg Bars in Trades | 99 | 94 | 104 | 99 | 94 | 104 |
Avg Bars in Winners | 128 | 123 | 132 | 128 | 123 | 132 |
Avg Bars in Losers | 74 | 71 | 78 | 74 | 71 | 78 |
Bars Traded | 24591 | 11729 | 12862 | 24591 | 11729 | 12862 |
Profit Streak | 2.5089 | 3.4568 | 0 | 2.5089 | 3.4568 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310270 | 205928 | 165309 | 196764 | 172167 | 126140 |
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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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