Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143820.1563 | 73455.0383 | 70365.118 | 263466.0303 | 135917.1052 | 127548.9251 |
Total P&L (%) | 143.8202 | 73.455 | 70.3651 | 263.466 | 135.9171 | 127.5489 |
Avg Daily Profit (%) | 0.5523 | 0.2821 | 0.2702 | 0.4968 | 0.3301 | 0.3162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -19595 | -31386 | -12371 | -29980 | -45701 | -27931 |
Profit Factor | 1.7826 | 1.6698 | 1.9495 | 1.7432 | 1.6668 | 1.8465 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 127 | 62 | 65 | 127 | 62 | 65 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 68.6486 | 66.6667 | 70.6522 | 68.6486 | 66.6667 | 70.6522 |
Ratio Avg Win / Avg Loss | 0.8141 | 0.8349 | 0.8098 | 0.7961 | 0.8334 | 0.767 |
Largest Winning Trade | 14044 | 14044 | 7468 | 22152 | 22152 | 17074 |
Largest Losing Trade | -15180 | -15180 | -9322 | -24051 | -17233 | -24051 |
Avg Bars in Trades | 132 | 135 | 129 | 132 | 135 | 129 |
Avg Bars in Winners | 87 | 92 | 83 | 87 | 92 | 83 |
Avg Bars in Losers | 231 | 223 | 239 | 231 | 223 | 239 |
Bars Traded | 24559 | 12636 | 11924 | 24559 | 12636 | 11924 |
Profit Streak | 1.7556 | 2.8702 | 0 | 1.7556 | 2.8702 | 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 | 393590 | 294280 | 374293 | 373781 | 308860 | 381297 |
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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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